-60.3%
TSLL vs DOCN
+47.0%
-107.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.9% | -6.0% | -13.6% |
| 7D | -28.9% | -29.3% | +0.4% | -14.3% |
| 30D | -21.4% | -46.0% | +24.6% | +7.9% |
| 3M | +5.0% | -43.2% | +48.2% | +36.7% |
| 6M | -36.6% | -53.7% | +17.2% | -9.1% |
| YTD | -56.6% | +46.9% | -103.6% | -72.8% |
| 1Y | -60.9% | +54.3% | -115.2% | -76.3% |
| 3Y | -25.2% | +185.5% | -210.8% | -69.7% |
| All | -60.3% | +47.0% | -107.3% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling