-25.5%
TSEM vs DOC
+1,044.1%
-1,069.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.1% | -11.9% | -9.4% |
| 7D | -23.1% | +8.7% | -31.8% | -24.5% |
| 30D | -40.4% | +7.6% | -48.0% | -41.5% |
| 3M | -37.9% | -5.3% | -32.6% | -37.5% |
| 6M | -30.8% | +27.6% | -58.4% | -35.3% |
| YTD | +26.7% | +32.4% | -5.7% | +17.3% |
| 1Y | +80.5% | +22.9% | +57.6% | +69.8% |
| 3Y | +519.5% | +43.1% | +476.4% | +458.7% |
| 5Y | +325.3% | -21.4% | +346.6% | +331.4% |
| 10Y | +864.4% | +16.8% | +847.5% | +769.7% |
| All | -25.5% | +1,044.1% | -1,069.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling