-49.1%
TSLL vs DOCU
+10.3%
-59.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.5% | -6.4% |
| 7D | -9.4% | -3.7% | -5.7% | -7.5% |
| 30D | +1.6% | +15.0% | -13.4% | -7.0% |
| 3M | +29.4% | +39.9% | -10.5% | +4.3% |
| 6M | -20.1% | +66.2% | -86.3% | -44.3% |
| YTD | -44.5% | +17.7% | -62.2% | -52.6% |
| 1Y | -46.0% | +13.7% | -59.7% | -53.1% |
| 3Y | -4.3% | +95.9% | -100.2% | -39.8% |
| All | -49.1% | +10.3% | -59.5% | -58.8% |
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