+663.0%
TSEM vs DOCS
-73.4%
+736.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.8% | +10.6% | +8.1% |
| 7D | +6.9% | -1.4% | +8.3% | +7.0% |
| 30D | +5.3% | +21.8% | -16.5% | +2.9% |
| 3M | -14.9% | +27.3% | -42.2% | -17.4% |
| 6M | +80.0% | -0.3% | +80.4% | +77.5% |
| YTD | +89.4% | -40.5% | +129.8% | +97.4% |
| 1Y | +253.1% | -61.5% | +314.6% | +287.9% |
| 3Y | +642.1% | +8.2% | +634.0% | +608.2% |
| All | +663.0% | -73.4% | +736.4% | +756.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling