+372.8%
TSEM vs DOCS
-21.0%
+393.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.0% | +6.9% | +5.0% |
| 7D | -17.5% | -0.8% | -16.7% | -17.5% |
| 30D | -44.7% | +17.4% | -62.1% | -45.4% |
| 3M | -38.9% | +57.4% | -96.2% | -41.3% |
| 6M | -36.7% | +26.5% | -63.2% | -38.7% |
| YTD | +17.0% | -26.6% | +43.5% | +19.2% |
| 1Y | +62.8% | -48.1% | +110.9% | +72.0% |
| 3Y | +471.3% | +52.6% | +418.7% | +435.5% |
| 5Y | +290.3% | -52.1% | +342.4% | +286.8% |
| All | +372.8% | -21.0% | +393.8% | +374.7% |
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