+296.6%
TSM vs DOCN
+102.5%
+194.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.2% | +4.9% | -0.8% |
| 7D | -10.0% | -20.0% | +10.1% | -6.0% |
| 30D | -18.5% | -38.8% | +20.2% | -10.9% |
| 3M | -4.9% | -34.8% | +29.9% | +2.0% |
| 6M | -1.0% | -22.8% | +21.8% | +0.7% |
| YTD | +31.3% | +74.6% | -43.4% | +11.1% |
| 1Y | +36.0% | +116.4% | -80.4% | +9.8% |
| 3Y | +348.7% | +239.3% | +109.4% | +220.6% |
| 5Y | +264.0% | -20.2% | +284.2% | +191.2% |
| All | +296.6% | +102.5% | +194.1% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling