+755.2%
RCL vs TSLQ
-97.2%
+852.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.3% |
| 7D | -1.9% | -6.6% | +4.7% | -2.8% |
| 30D | -15.5% | -24.3% | +8.8% | -18.5% |
| 3M | -9.7% | -3.6% | -6.0% | -8.2% |
| 6M | -8.7% | -12.0% | +3.2% | -6.7% |
| YTD | -5.8% | +1.4% | -7.1% | -1.1% |
| 1Y | -24.5% | -43.6% | +19.1% | -26.6% |
| 3Y | +173.9% | -95.4% | +269.3% | +127.5% |
| All | +755.2% | -97.2% | +852.4% | +663.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling