+296.9%
TSM vs DOCS
+50.6%
+246.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.3% | -6.5% | -10.5% |
| 7D | -18.2% | -1.3% | -16.9% | -18.1% |
| 30D | -26.8% | +19.4% | -46.2% | -27.6% |
| 3M | -14.5% | +53.4% | -67.9% | -17.4% |
| 6M | -10.0% | +28.8% | -38.8% | -12.1% |
| YTD | +17.1% | -25.1% | +42.2% | +21.4% |
| 1Y | +21.5% | -48.1% | +69.7% | +32.0% |
| All | +296.9% | +50.6% | +246.3% | +258.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling