+28.9%
DOCU vs TSLQ
-97.6%
+126.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.2% |
| 7D | -3.4% | +4.7% | -8.1% | -2.3% |
| 30D | +9.3% | -5.6% | +14.8% | +9.1% |
| 3M | +30.2% | -34.6% | +64.8% | +24.5% |
| 6M | +62.1% | -11.4% | +73.5% | +64.9% |
| YTD | +13.5% | -14.1% | +27.6% | +17.0% |
| 1Y | +11.5% | -20.7% | +32.2% | +14.3% |
| 3Y | +89.5% | -96.9% | +186.4% | +44.0% |
| All | +28.9% | -97.6% | +126.6% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling