-47.3%
DOCS vs TSLQ
-17.8%
-29.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.4% | -0.1% | +6.8% |
| 7D | +1.2% | +9.8% | -8.6% | +1.8% |
| 30D | +21.3% | -6.0% | +27.4% | +20.9% |
| 3M | +58.4% | -35.0% | +93.4% | +54.5% |
| 6M | +39.3% | -24.9% | +64.2% | +35.4% |
| YTD | -21.7% | -12.7% | -9.0% | -22.5% |
| 1Y | -47.3% | -21.0% | -26.3% | -48.5% |
| All | -47.3% | -17.8% | -29.5% | -48.5% |
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 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