-10.4%
TSLQ vs DOC
+20.9%
-31.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.7% | -9.1% | -8.3% |
| 7D | +19.7% | +6.5% | +13.2% | +20.6% |
| 30D | +4.1% | +9.2% | -5.0% | +5.3% |
| 3M | -30.9% | -2.5% | -28.4% | -31.6% |
| 6M | -13.6% | +7.1% | -20.7% | -12.4% |
| YTD | -2.6% | +33.0% | -35.6% | -3.9% |
| 1Y | -10.4% | +23.3% | -33.7% | -5.4% |
| All | -10.4% | +20.9% | -31.4% | -5.4% |
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