+55.8%
DOCS vs TSLQ
-96.0%
+151.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +21.8% | -26.1% | -1.9% |
| 7D | -1.3% | +32.9% | -34.2% | +2.1% |
| 30D | +19.4% | +15.4% | +4.0% | +21.9% |
| 3M | +53.4% | -23.7% | +77.1% | +50.9% |
| 6M | +28.8% | -10.1% | +38.9% | +30.4% |
| YTD | -25.1% | +6.3% | -31.4% | -21.6% |
| 1Y | -48.1% | +4.6% | -52.7% | -45.5% |
| All | +55.8% | -96.0% | +151.7% | +43.9% |
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 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