-34.5%
DOCS vs TSLQ
-97.0%
+62.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.0% | -14.8% | -1.1% |
| 7D | -1.4% | -5.8% | +4.4% | -1.9% |
| 30D | +21.8% | -22.1% | +43.9% | +18.7% |
| 3M | +27.3% | +10.1% | +17.2% | +32.0% |
| 6M | -0.3% | -6.8% | +6.4% | +2.0% |
| YTD | -40.5% | +8.5% | -49.0% | -37.4% |
| 1Y | -61.5% | -49.7% | -11.8% | -63.1% |
| 3Y | +8.2% | -95.6% | +103.8% | -11.6% |
| All | -34.5% | -97.0% | +62.5% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling