-97.0%
TSLQ vs DOC
+2.9%
-100.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -0.2% | +22.0% | +21.6% |
| 7D | +32.9% | +6.2% | +26.7% | +37.3% |
| 30D | +15.4% | +6.5% | +8.9% | +19.0% |
| 3M | -23.7% | -6.2% | -17.4% | -26.6% |
| 6M | -10.1% | +25.6% | -35.7% | +4.0% |
| YTD | +6.3% | +32.1% | -25.7% | +28.3% |
| 1Y | +4.6% | +20.3% | -15.7% | +18.3% |
| 3Y | -96.0% | +42.7% | -138.8% | -94.6% |
| All | -97.0% | +2.9% | -100.0% | -96.6% |
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