+344.8%
TSM vs DOC
+43.5%
+301.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.5% |
| 7D | -10.0% | +8.7% | -18.7% | -10.7% |
| 30D | -18.5% | +7.6% | -26.2% | -19.2% |
| 3M | -4.9% | -5.3% | +0.4% | -4.2% |
| 6M | -1.0% | +27.6% | -28.6% | -5.2% |
| YTD | +31.3% | +32.4% | -1.2% | +25.1% |
| 1Y | +36.0% | +22.9% | +13.2% | +30.8% |
| All | +344.8% | +43.5% | +301.3% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling