-34.9%
DOCS vs TSLQ
-29.0%
-5.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | -0.3% |
| 7D | +0.1% | -26.6% | +26.6% | -1.7% |
| 30D | +8.7% | -17.5% | +26.2% | +7.8% |
| 3M | +32.9% | -41.7% | +74.5% | +29.6% |
| 6M | +25.5% | -16.9% | +42.5% | +23.6% |
| YTD | -25.0% | -21.9% | -3.1% | -26.7% |
| 1Y | -34.9% | -32.5% | -2.3% | -36.9% |
| All | -34.9% | -29.0% | -5.9% | -36.9% |
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