-17.1%
DOCS vs TSLQ
-97.8%
+80.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.9% |
| 7D | +2.6% | -16.8% | +19.4% | +0.2% |
| 30D | +11.4% | -18.0% | +29.4% | +9.3% |
| 3M | +25.4% | -34.5% | +59.9% | +20.1% |
| 6M | +42.5% | -8.9% | +51.5% | +45.7% |
| YTD | -24.7% | -19.0% | -5.7% | -23.1% |
| 1Y | -32.9% | -38.2% | +5.3% | -34.0% |
| 3Y | +39.6% | -96.9% | +136.5% | +7.6% |
| All | -17.1% | -97.8% | +80.7% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling