+34.1%
DOCU vs TSLQ
-97.8%
+131.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +1.3% |
| 7D | +4.1% | -16.8% | +20.9% | +1.6% |
| 30D | +7.4% | -18.0% | +25.3% | +5.2% |
| 3M | +26.0% | -34.5% | +60.5% | +20.4% |
| 6M | +79.2% | -8.9% | +88.1% | +83.3% |
| YTD | +18.1% | -19.0% | +37.1% | +20.8% |
| 1Y | +20.5% | -38.2% | +58.7% | +18.7% |
| 3Y | +96.4% | -96.9% | +193.3% | +50.5% |
| All | +34.1% | -97.8% | +131.9% | +15.0% |
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 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