+253.9%
TSM vs DOCN
+70.4%
+183.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -15.9% | +5.1% | -7.6% |
| 7D | -18.2% | -29.3% | +11.1% | -12.5% |
| 30D | -26.8% | -46.0% | +19.2% | -17.8% |
| 3M | -14.5% | -43.2% | +28.7% | -5.7% |
| 6M | -10.0% | -53.7% | +43.7% | +2.3% |
| YTD | +17.1% | +46.9% | -29.8% | +2.6% |
| 1Y | +21.5% | +54.3% | -32.8% | +5.4% |
| 3Y | +300.4% | +185.5% | +114.8% | +196.1% |
| 5Y | +224.7% | -31.1% | +255.8% | +168.0% |
| All | +253.9% | +70.4% | +183.5% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling