+110.1%
DOCN vs TSLQ
-97.3%
+207.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.4% | +10.9% | +0.5% |
| 7D | -19.2% | +19.7% | -38.8% | -14.2% |
| 30D | -43.1% | +4.1% | -47.2% | -40.8% |
| 3M | -40.7% | -30.9% | -9.8% | -42.9% |
| 6M | -55.0% | -13.6% | -41.4% | -52.2% |
| YTD | +50.6% | -2.6% | +53.2% | +68.2% |
| 1Y | +54.0% | -10.4% | +64.4% | +70.8% |
| 3Y | +203.9% | -96.4% | +300.3% | +122.5% |
| All | +110.1% | -97.3% | +207.4% | +77.5% |
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 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