+53.9%
DOCN vs TSLQ
-23.1%
+77.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.3% |
| 7D | -12.1% | +4.7% | -16.8% | -9.0% |
| 30D | -41.0% | -5.6% | -35.4% | -39.8% |
| 3M | -38.7% | -34.6% | -4.1% | -41.6% |
| 6M | -51.5% | -11.4% | -40.1% | -49.0% |
| YTD | +65.3% | -14.1% | +79.4% | +74.8% |
| 1Y | +53.9% | -20.7% | +74.6% | +60.4% |
| All | +53.9% | -23.1% | +77.0% | +60.4% |
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