+104.9%
DOCN vs TSLQ
-97.1%
+202.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +21.8% | -37.6% | -10.6% |
| 7D | -29.3% | +32.9% | -62.2% | -23.1% |
| 30D | -46.0% | +15.4% | -61.4% | -42.5% |
| 3M | -43.2% | -23.7% | -19.5% | -44.0% |
| 6M | -53.7% | -10.1% | -43.6% | -50.4% |
| YTD | +46.9% | +6.3% | +40.6% | +67.4% |
| 1Y | +54.3% | +4.6% | +49.8% | +77.3% |
| 3Y | +185.5% | -96.0% | +281.6% | +113.6% |
| All | +104.9% | -97.1% | +202.0% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling