-46.0%
TSLL vs DOCS
-47.4%
+1.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.7% | -7.1% |
| 7D | -9.4% | +1.2% | -10.7% | -9.6% |
| 30D | +1.6% | +21.3% | -19.7% | -0.9% |
| 3M | +29.4% | +58.4% | -29.0% | +21.4% |
| 6M | -20.1% | +39.3% | -59.4% | -23.9% |
| YTD | -44.5% | -21.7% | -22.8% | -43.5% |
| 1Y | -46.0% | -47.3% | +1.3% | -38.1% |
| All | -46.0% | -47.4% | +1.4% | -38.1% |
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