+127.0%
DOCN vs TSLQ
-97.6%
+224.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -11.1% | +19.1% | +5.3% |
| 7D | -12.8% | +8.5% | -21.3% | -9.4% |
| 30D | -41.9% | -4.8% | -37.1% | -40.8% |
| 3M | -36.9% | -34.9% | -2.1% | -40.0% |
| 6M | -52.2% | -10.6% | -41.6% | -49.0% |
| YTD | +62.7% | -13.4% | +76.1% | +77.1% |
| 1Y | +58.2% | -25.9% | +84.1% | +68.4% |
| 3Y | +219.5% | -96.9% | +316.4% | +123.4% |
| All | +127.0% | -97.6% | +224.6% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling