-55.4%
TSLL vs DOCS
-33.9%
-21.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.8% | -9.1% | -10.8% |
| 7D | +1.9% | -1.4% | +3.3% | +2.7% |
| 30D | +17.8% | +21.8% | -4.1% | +7.8% |
| 3M | -37.0% | +27.3% | -64.3% | -43.5% |
| 6M | -37.7% | -0.3% | -37.3% | -40.2% |
| YTD | -51.4% | -40.5% | -10.9% | -43.4% |
| 1Y | -23.4% | -61.5% | +38.2% | +6.9% |
| 3Y | -30.8% | +8.2% | -38.9% | -37.9% |
| All | -55.4% | -33.9% | -21.5% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling