+1,008.4%
RCL vs TSLQ
-97.8%
+1,106.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -2.2% |
| 7D | +0.6% | -7.3% | +7.9% | +0.1% |
| 30D | +19.4% | -13.2% | +32.6% | +18.1% |
| 3M | +9.8% | -37.6% | +47.4% | +4.2% |
| 6M | +28.6% | -9.3% | +38.0% | +32.3% |
| YTD | +22.2% | -19.1% | +41.2% | +25.5% |
| 1Y | +29.7% | -27.2% | +56.9% | +31.9% |
| 3Y | +265.3% | -97.1% | +362.4% | +173.4% |
| All | +1,008.4% | -97.8% | +1,106.2% | +868.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling