-97.0%
TSLQ vs DOC
+4.5%
-101.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.8% | +13.8% | +10.9% |
| 7D | -5.8% | -1.5% | -4.3% | -6.5% |
| 30D | -22.1% | -4.8% | -17.3% | -24.1% |
| 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% | +32.7% |
| 1Y | -49.7% | +22.6% | -72.4% | -41.8% |
| 3Y | -95.6% | +20.8% | -116.5% | -94.5% |
| All | -97.0% | +4.5% | -101.5% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling