+240.7%
DOCN vs TSLQ
-97.0%
+337.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.8% | +15.4% | +8.3% |
| 7D | +3.7% | -7.3% | +11.0% | +3.8% |
| 30D | -33.7% | -13.2% | -20.5% | -33.8% |
| 3M | -27.9% | -37.6% | +9.7% | -31.5% |
| 6M | -46.4% | -9.3% | -37.1% | -43.2% |
| YTD | +81.1% | -19.1% | +100.2% | +92.3% |
| 1Y | +74.3% | -27.2% | +101.5% | +83.2% |
| All | +240.7% | -97.0% | +337.7% | +189.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling