+405.6%
TSEM vs DOCS
-19.0%
+424.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.0% |
| 7D | +7.0% | +2.6% | +4.4% | +6.8% |
| 30D | -29.8% | +11.4% | -41.2% | -30.4% |
| 3M | -41.9% | +25.4% | -67.3% | -43.1% |
| 6M | -45.8% | +42.5% | -88.3% | -47.8% |
| YTD | +25.1% | -24.7% | +49.8% | +27.2% |
| 1Y | +48.2% | -32.9% | +81.2% | +52.6% |
| 3Y | +476.5% | +39.6% | +436.9% | +445.4% |
| 5Y | +301.4% | -54.6% | +356.1% | +298.6% |
| All | +405.6% | -19.0% | +424.7% | +406.8% |
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