+405.2%
TSEM vs DOCU
+107.7%
+297.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.0% | -10.0% | -11.7% |
| 7D | -30.3% | -3.2% | -27.1% | -30.0% |
| 30D | -49.3% | +15.7% | -65.0% | -50.5% |
| 3M | -38.0% | +37.3% | -75.2% | -41.3% |
| 6M | -41.9% | +63.1% | -105.0% | -47.3% |
| YTD | +11.6% | +15.4% | -3.8% | +6.7% |
| 1Y | +50.5% | +11.3% | +39.1% | +44.9% |
| 3Y | +445.3% | +92.1% | +353.3% | +368.8% |
| 5Y | +272.2% | -70.5% | +342.7% | +313.5% |
| All | +405.2% | +107.7% | +297.5% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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