+322.0%
TSM vs DOCN
+189.9%
+132.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.8% |
| 7D | -7.6% | -19.2% | +11.6% | -3.1% |
| 30D | -20.5% | -43.1% | +22.6% | -10.7% |
| 3M | -10.0% | -40.7% | +30.7% | -0.6% |
| 6M | -10.1% | -55.0% | +44.9% | +4.0% |
| YTD | +24.5% | +50.6% | -26.1% | +4.8% |
| 1Y | +31.2% | +54.0% | -22.8% | +9.6% |
| 3Y | +322.0% | +203.9% | +118.1% | +185.5% |
| All | +322.0% | +189.9% | +132.1% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling