+179.4%
RCL vs TSLQ
-95.9%
+275.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.7% | -1.2% |
| 7D | -0.5% | -8.6% | +8.1% | -1.4% |
| 30D | -17.3% | -24.9% | +7.5% | -19.9% |
| 3M | -2.8% | -1.5% | -1.2% | -0.9% |
| 6M | -4.4% | -18.1% | +13.7% | -3.3% |
| YTD | -4.2% | -0.1% | -4.1% | -0.4% |
| 1Y | -23.4% | -51.4% | +28.0% | -26.6% |
| 3Y | +179.4% | -95.9% | +275.3% | +145.5% |
| All | +179.4% | -95.9% | +275.3% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling