+224.7%
TSM vs DOCS
-54.0%
+278.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.3% | -6.5% | -10.3% |
| 7D | -18.2% | -1.3% | -16.9% | -18.1% |
| 30D | -26.8% | +19.4% | -46.2% | -28.4% |
| 3M | -14.5% | +53.4% | -67.9% | -19.6% |
| 6M | -10.0% | +28.8% | -38.8% | -14.2% |
| YTD | +17.1% | -25.1% | +42.2% | +20.3% |
| 1Y | +21.5% | -48.1% | +69.7% | +31.9% |
| 3Y | +300.4% | +51.4% | +249.0% | +248.1% |
| 5Y | +224.7% | -51.1% | +275.8% | +211.1% |
| All | +224.7% | -54.0% | +278.7% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling