+13,634.3%
TSM vs DOC
+606.2%
+13,028.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.5% |
| 7D | +2.7% | -1.5% | +4.2% | +3.2% |
| 30D | +3.6% | -4.8% | +8.4% | +5.2% |
| 3M | -3.4% | +6.9% | -10.3% | -6.0% |
| 6M | +20.6% | +20.7% | -0.1% | +12.0% |
| YTD | +41.9% | +34.1% | +7.7% | +26.8% |
| 1Y | +84.4% | +22.6% | +61.7% | +69.4% |
| 3Y | +380.2% | +20.8% | +359.4% | +332.8% |
| 5Y | +275.3% | -24.9% | +300.2% | +295.0% |
| 10Y | +1,751.4% | -1.8% | +1,753.2% | +1,549.3% |
| All | +13,634.3% | +606.2% | +13,028.1% | +5,052.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling