+373.1%
TSM vs DOC
+20.8%
+352.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.1% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +3.6% | -4.8% | +8.4% | +4.3% |
| 3M | -3.4% | +6.9% | -10.3% | -4.9% |
| 6M | +20.6% | +20.7% | -0.1% | +15.8% |
| YTD | +41.9% | +34.1% | +7.7% | +33.9% |
| 1Y | +84.4% | +22.6% | +61.7% | +76.3% |
| All | +373.1% | +20.8% | +352.3% | +342.8% |
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