+31.2%
TSM vs DOCS
-49.1%
+80.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.2% |
| 7D | -7.6% | -0.8% | -6.8% | -7.5% |
| 30D | -20.5% | +17.4% | -37.9% | -19.4% |
| 3M | -10.0% | +57.4% | -67.3% | -6.3% |
| 6M | -10.1% | +26.5% | -36.6% | -7.3% |
| YTD | +24.5% | -26.6% | +51.1% | +27.8% |
| 1Y | +31.2% | -48.1% | +79.2% | +35.7% |
| All | +31.2% | -49.1% | +80.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling