-49.1%
TSLL vs DOCN
+74.7%
-123.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.2% | +0.8% | -2.7% |
| 7D | -9.4% | -20.0% | +10.6% | +1.2% |
| 30D | +1.6% | -38.8% | +40.3% | +29.0% |
| 3M | +29.4% | -34.8% | +64.2% | +55.2% |
| 6M | -20.1% | -22.8% | +2.6% | -18.6% |
| YTD | -44.5% | +74.6% | -119.1% | -68.5% |
| 1Y | -46.0% | +116.4% | -162.4% | -73.7% |
| 3Y | -4.3% | +239.3% | -243.6% | -64.9% |
| All | -49.1% | +74.7% | -123.8% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling