+273.1%
TSM vs DOCS
-73.4%
+346.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.6% | +3.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | +3.6% | +21.8% | -18.2% | +0.4% |
| 3M | -3.4% | +27.3% | -30.7% | -7.1% |
| 6M | +20.6% | -0.3% | +21.0% | +18.7% |
| YTD | +41.9% | -40.5% | +82.4% | +49.7% |
| 1Y | +84.4% | -61.5% | +145.9% | +107.6% |
| 3Y | +380.2% | +8.2% | +372.1% | +340.4% |
| All | +273.1% | -73.4% | +346.5% | +281.1% |
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