+252.6%
RGTI vs TSLQ
-97.2%
+349.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | +0.4% |
| 7D | -0.1% | +5.7% | -5.8% | +2.5% |
| 30D | -16.2% | -21.1% | +4.9% | -22.0% |
| 3M | -22.0% | -11.5% | -10.5% | -19.5% |
| 6M | -10.8% | -14.9% | +4.1% | -2.4% |
| YTD | -31.6% | +2.4% | -34.0% | -17.5% |
| 1Y | -6.4% | -49.8% | +43.4% | -7.5% |
| 3Y | +665.7% | -95.8% | +761.5% | +442.0% |
| All | +252.6% | -97.2% | +349.7% | +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 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