-60.3%
TSLL vs DOC
-5.0%
-55.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.2% | -21.6% | -21.7% |
| 7D | -28.9% | +6.2% | -35.1% | -31.8% |
| 30D | -21.4% | +6.5% | -27.9% | -25.2% |
| 3M | +5.0% | -6.2% | +11.2% | +9.0% |
| 6M | -36.6% | +25.6% | -62.2% | -48.2% |
| YTD | -56.6% | +32.1% | -88.7% | -66.2% |
| 1Y | -60.9% | +20.3% | -81.2% | -67.3% |
| 3Y | -25.2% | +42.7% | -68.0% | -46.8% |
| All | -60.3% | -5.0% | -55.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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