+473.9%
TSEM vs DOCU
+111.8%
+362.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.8% |
| 7D | -23.1% | -3.7% | -19.4% | -22.7% |
| 30D | -40.4% | +15.0% | -55.3% | -41.8% |
| 3M | -37.9% | +39.9% | -77.8% | -41.4% |
| 6M | -30.8% | +66.2% | -97.0% | -37.4% |
| YTD | +26.7% | +17.7% | +9.0% | +20.9% |
| 1Y | +80.5% | +13.7% | +66.8% | +73.2% |
| 3Y | +519.5% | +95.9% | +423.6% | +430.9% |
| 5Y | +325.3% | -71.7% | +396.9% | +377.0% |
| All | +473.9% | +111.8% | +362.0% | +301.7% |
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