-3.8%
TSLL vs DOC
+43.5%
-47.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -8.1% |
| 7D | -9.4% | +8.7% | -18.2% | -13.8% |
| 30D | +1.6% | +7.6% | -6.1% | -3.2% |
| 3M | +29.4% | -5.3% | +34.7% | +33.1% |
| 6M | -20.1% | +27.6% | -47.7% | -33.9% |
| YTD | -44.5% | +32.4% | -76.9% | -55.6% |
| 1Y | -46.0% | +22.9% | -68.9% | -54.4% |
| All | -3.8% | +43.5% | -47.3% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling