+276.2%
TSM vs DOCN
+74.7%
+201.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.8% |
| 7D | -7.6% | -19.2% | +11.6% | -3.6% |
| 30D | -20.5% | -43.1% | +22.6% | -11.7% |
| 3M | -10.0% | -40.7% | +30.7% | -1.5% |
| 6M | -10.1% | -55.0% | +44.9% | +2.7% |
| YTD | +24.5% | +50.6% | -26.1% | +8.6% |
| 1Y | +31.2% | +54.0% | -22.8% | +13.8% |
| 3Y | +322.0% | +203.9% | +118.1% | +208.7% |
| 5Y | +245.3% | -29.4% | +274.6% | +183.6% |
| All | +276.2% | +74.7% | +201.6% | +169.2% |
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