+33.1%
DOCU vs TSLQ
-97.8%
+130.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +9.0% | +2.4% |
| 7D | -0.4% | -7.3% | +6.9% | -1.0% |
| 30D | +12.9% | -13.2% | +26.2% | +11.5% |
| 3M | +35.1% | -37.6% | +72.7% | +28.4% |
| 6M | +76.2% | -9.3% | +85.5% | +80.1% |
| YTD | +17.2% | -19.1% | +36.2% | +19.8% |
| 1Y | +16.4% | -27.2% | +43.6% | +17.9% |
| 3Y | +95.6% | -97.1% | +192.6% | +47.5% |
| All | +33.1% | -97.8% | +130.9% | +14.1% |
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