+28.9%
DOCU vs TSLQ
-97.3%
+126.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.7% | -2.8% |
| 7D | -5.5% | +19.7% | -25.2% | -2.9% |
| 30D | +12.6% | +4.1% | +8.5% | +13.9% |
| 3M | +36.4% | -30.9% | +67.3% | +31.3% |
| 6M | +66.8% | -13.6% | +80.4% | +68.5% |
| YTD | +13.5% | -2.6% | +16.1% | +18.8% |
| 1Y | +11.3% | -10.4% | +21.7% | +15.9% |
| 3Y | +92.1% | -96.4% | +188.4% | +49.6% |
| All | +28.9% | -97.3% | +126.2% | +13.1% |
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 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