+4.6%
TSLQ vs DOC
+21.7%
-17.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -0.2% | +22.0% | +21.7% |
| 7D | +32.9% | +6.2% | +26.7% | +34.0% |
| 30D | +15.4% | +6.5% | +8.9% | +16.2% |
| 3M | -23.7% | -6.2% | -17.4% | -25.0% |
| 6M | -10.1% | +25.6% | -35.7% | -4.1% |
| YTD | +6.3% | +32.1% | -25.7% | +6.9% |
| 1Y | +4.6% | +20.3% | -15.7% | +11.9% |
| All | +4.6% | +21.7% | -17.2% | +11.9% |
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