-38.2%
TSLQ vs DOC
+21.0%
-59.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | -16.8% | -1.4% | -15.5% | -17.0% |
| 30D | -18.0% | +7.2% | -25.2% | -17.2% |
| 3M | -34.5% | -2.5% | -32.0% | -35.1% |
| 6M | -8.9% | +5.3% | -14.2% | -7.9% |
| YTD | -19.0% | +31.2% | -50.2% | -20.5% |
| 1Y | -38.2% | +21.9% | -60.1% | -36.1% |
| All | -38.2% | +21.0% | -59.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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