-60.3%
TSLL vs DOCU
+8.2%
-68.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.0% | -19.9% | -20.8% |
| 7D | -28.9% | -3.2% | -25.7% | -27.4% |
| 30D | -21.4% | +15.7% | -37.1% | -28.1% |
| 3M | +5.0% | +37.3% | -32.3% | -14.2% |
| 6M | -36.6% | +63.1% | -99.7% | -55.2% |
| YTD | -56.6% | +15.4% | -72.0% | -62.5% |
| 1Y | -60.9% | +11.3% | -72.2% | -65.5% |
| 3Y | -25.2% | +92.1% | -117.3% | -52.3% |
| All | -60.3% | +8.2% | -68.4% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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