+11.3%
TSEM vs DOC
+1,059.1%
-1,047.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.8% | +9.7% | +8.2% |
| 7D | +6.9% | -1.5% | +8.4% | +7.2% |
| 30D | +5.3% | -4.8% | +10.1% | +6.3% |
| 3M | -14.9% | +6.9% | -21.8% | -16.6% |
| 6M | +80.0% | +20.7% | +59.3% | +71.2% |
| YTD | +89.4% | +34.1% | +55.2% | +75.5% |
| 1Y | +253.1% | +22.6% | +230.4% | +233.2% |
| 3Y | +642.1% | +20.8% | +621.3% | +595.9% |
| 5Y | +659.1% | -24.9% | +684.0% | +680.2% |
| 10Y | +1,291.4% | -1.8% | +1,293.2% | +1,202.6% |
| All | +11.3% | +1,059.1% | -1,047.8% | -29.9% |
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