+130.5%
DOCN vs TSLQ
-97.6%
+228.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.4% |
| 7D | -12.1% | +4.7% | -16.8% | -9.5% |
| 30D | -41.0% | -5.6% | -35.4% | -40.0% |
| 3M | -38.7% | -34.6% | -4.1% | -41.7% |
| 6M | -51.5% | -11.4% | -40.1% | -48.3% |
| YTD | +65.3% | -14.1% | +79.4% | +79.5% |
| 1Y | +53.9% | -20.7% | +74.6% | +66.1% |
| 3Y | +215.6% | -96.9% | +312.4% | +122.4% |
| All | +130.5% | -97.6% | +228.1% | +89.5% |
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 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