-97.6%
TSLQ vs DOC
+3.2%
-100.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +8.1% |
| 7D | +9.8% | +8.7% | +1.1% | +14.8% |
| 30D | -6.0% | +7.6% | -13.7% | -2.5% |
| 3M | -35.0% | -5.3% | -29.7% | -37.1% |
| 6M | -24.9% | +27.6% | -52.5% | -12.3% |
| YTD | -12.7% | +32.4% | -45.1% | +5.5% |
| 1Y | -21.0% | +22.9% | -43.9% | -9.3% |
| 3Y | -96.7% | +43.1% | -139.8% | -95.6% |
| All | -97.6% | +3.2% | -100.8% | -97.2% |
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