-46.0%
TSLL vs DOCN
+110.0%
-156.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.2% | +0.8% | -4.3% |
| 7D | -9.4% | -20.0% | +10.6% | -3.6% |
| 30D | +1.6% | -38.8% | +40.3% | +15.7% |
| 3M | +29.4% | -34.8% | +64.2% | +43.4% |
| 6M | -20.1% | -22.8% | +2.6% | -13.6% |
| YTD | -44.5% | +74.6% | -119.1% | -55.3% |
| 1Y | -46.0% | +116.4% | -162.4% | -62.5% |
| All | -46.0% | +110.0% | -156.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling