+250.2%
DOCN vs TSLQ
-50.5%
+300.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.2% | +5.5% |
| 7D | +1.1% | -5.8% | +6.9% | +0.1% |
| 30D | -9.6% | -22.1% | +12.5% | -14.0% |
| 3M | -37.7% | +10.1% | -47.7% | -33.6% |
| 6M | +115.2% | -6.8% | +122.0% | +125.5% |
| YTD | +133.7% | +8.5% | +125.2% | +154.7% |
| 1Y | +250.2% | -49.7% | +299.9% | +279.5% |
| All | +250.2% | -50.5% | +300.6% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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