-95.4%
TSLQ vs DOC
+20.8%
-116.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.8% | +13.8% | +11.0% |
| 7D | -5.8% | -1.5% | -4.3% | -6.5% |
| 30D | -22.1% | -4.8% | -17.3% | -24.0% |
| 3M | +10.1% | +6.9% | +3.2% | +14.6% |
| 6M | -6.8% | +20.7% | -27.5% | +6.3% |
| YTD | +8.5% | +34.1% | -25.6% | +33.1% |
| 1Y | -49.7% | +22.6% | -72.4% | -41.8% |
| All | -95.4% | +20.8% | -116.2% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling