-19.2%
DOCS vs TSLQ
-97.3%
+78.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -3.1% |
| 7D | -0.8% | +19.7% | -20.5% | +2.0% |
| 30D | +17.4% | +4.1% | +13.3% | +18.8% |
| 3M | +57.4% | -30.9% | +88.2% | +52.1% |
| 6M | +26.5% | -13.6% | +40.2% | +27.9% |
| YTD | -26.6% | -2.6% | -24.0% | -23.3% |
| 1Y | -48.1% | -10.4% | -37.6% | -45.9% |
| 3Y | +52.6% | -96.4% | +149.0% | +19.7% |
| All | -19.2% | -97.3% | +78.2% | -36.3% |
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