+264.0%
TSM vs DOC
-22.8%
+286.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.9% |
| 7D | -10.0% | +8.7% | -18.7% | -11.7% |
| 30D | -18.5% | +7.6% | -26.2% | -20.0% |
| 3M | -4.9% | -5.3% | +0.4% | -3.8% |
| 6M | -1.0% | +27.6% | -28.6% | -8.1% |
| YTD | +31.3% | +32.4% | -1.2% | +20.3% |
| 1Y | +36.0% | +22.9% | +13.2% | +27.1% |
| 3Y | +348.7% | +43.1% | +305.6% | +284.7% |
| 5Y | +264.0% | -21.4% | +285.3% | +320.3% |
| All | +264.0% | -22.8% | +286.8% | +320.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling