+30.9%
DOCU vs TSLQ
-95.6%
+126.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.0% | -8.3% | +5.0% |
| 7D | +6.9% | -5.8% | +12.7% | +6.4% |
| 30D | +19.0% | -22.1% | +41.1% | +16.5% |
| 3M | +34.3% | +10.1% | +24.2% | +38.5% |
| 6M | +48.0% | -6.8% | +54.8% | +50.8% |
| YTD | 0.0% | +8.5% | -8.5% | +4.4% |
| 1Y | -10.3% | -49.7% | +39.5% | -13.0% |
| All | +30.9% | -95.6% | +126.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling