+424.2%
TSEM vs DOCS
-20.2%
+444.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.1% | +9.8% | +10.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -33.4% | +7.8% | -41.2% | -33.8% |
| 3M | -39.7% | +20.0% | -59.6% | -40.7% |
| 6M | -27.8% | +26.5% | -54.4% | -30.1% |
| YTD | +29.7% | -25.8% | +55.5% | +32.0% |
| 1Y | +81.1% | -39.5% | +120.6% | +88.4% |
| 3Y | +529.3% | +60.3% | +469.0% | +487.4% |
| 5Y | +315.0% | -57.0% | +372.0% | +313.1% |
| All | +424.2% | -20.2% | +444.4% | +426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling