-60.9%
TSLL vs DOCN
+56.0%
-116.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.9% | -6.0% | -16.9% |
| 7D | -28.9% | -29.3% | +0.4% | -20.6% |
| 30D | -21.4% | -46.0% | +24.6% | -6.1% |
| 3M | +5.0% | -43.2% | +48.2% | +22.3% |
| 6M | -36.6% | -53.7% | +17.2% | -22.7% |
| YTD | -56.6% | +46.9% | -103.6% | -61.6% |
| 1Y | -60.9% | +54.3% | -115.2% | -67.4% |
| All | -60.9% | +56.0% | -116.9% | -67.4% |
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