-60.9%
TSLL vs DOCS
-49.5%
-11.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.3% | -17.6% | -21.3% |
| 7D | -28.9% | -1.3% | -27.5% | -28.6% |
| 30D | -21.4% | +19.4% | -40.8% | -23.1% |
| 3M | +5.0% | +53.4% | -48.4% | -1.1% |
| 6M | -36.6% | +28.8% | -65.3% | -38.7% |
| YTD | -56.6% | -25.1% | -31.6% | -55.2% |
| 1Y | -60.9% | -48.1% | -12.7% | -54.2% |
| All | -60.9% | -49.5% | -11.4% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling