-49.1%
TSLL vs DOC
-4.8%
-44.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -8.4% |
| 7D | -9.4% | +8.7% | -18.2% | -14.6% |
| 30D | +1.6% | +7.6% | -6.1% | -4.1% |
| 3M | +29.4% | -5.3% | +34.7% | +33.3% |
| 6M | -20.1% | +27.6% | -47.7% | -35.6% |
| YTD | -44.5% | +32.4% | -76.9% | -56.9% |
| 1Y | -46.0% | +22.9% | -68.9% | -55.6% |
| 3Y | -4.3% | +43.1% | -47.4% | -32.0% |
| All | -49.1% | -4.8% | -44.4% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling