+0.5%
RGTI vs TSLQ
-50.5%
+51.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | +5.4% |
| 7D | -2.5% | -5.8% | +3.3% | -4.4% |
| 30D | -9.4% | -22.1% | +12.7% | -16.8% |
| 3M | -37.1% | +10.1% | -47.1% | -27.3% |
| 6M | -14.4% | -6.8% | -7.6% | -3.1% |
| YTD | -31.4% | +8.5% | -39.9% | -16.2% |
| 1Y | +0.5% | -49.7% | +50.3% | +36.7% |
| All | +0.5% | -50.5% | +51.0% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling