-49.1%
TSLL vs DOCS
-13.1%
-36.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.7% | -8.6% |
| 7D | -9.4% | +1.2% | -10.7% | -10.0% |
| 30D | +1.6% | +21.3% | -19.7% | -5.6% |
| 3M | +29.4% | +58.4% | -29.0% | +6.8% |
| 6M | -20.1% | +39.3% | -59.4% | -33.0% |
| YTD | -44.5% | -21.7% | -22.8% | -42.0% |
| 1Y | -46.0% | -47.3% | +1.3% | -33.7% |
| 3Y | -4.3% | +58.2% | -62.4% | -26.5% |
| All | -49.1% | -13.1% | -36.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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