+150.2%
DOCN vs TSLQ
-97.8%
+248.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -3.2% |
| 7D | +19.1% | -16.8% | +35.9% | +14.5% |
| 30D | -21.0% | -18.0% | -3.1% | -22.2% |
| 3M | -34.7% | -34.5% | -0.3% | -37.8% |
| 6M | -45.8% | -8.9% | -36.9% | -41.9% |
| YTD | +79.4% | -19.0% | +98.4% | +92.6% |
| 1Y | +91.0% | -38.2% | +129.2% | +94.3% |
| 3Y | +237.5% | -96.9% | +334.4% | +139.5% |
| All | +150.2% | -97.8% | +248.0% | +103.3% |
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