+88.7%
RIG vs TSLQ
-50.5%
+139.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.0% | -14.8% | -2.1% |
| 7D | +0.9% | -5.8% | +6.6% | +0.6% |
| 30D | +13.8% | -22.1% | +35.9% | +12.4% |
| 3M | -6.4% | +10.1% | -16.5% | -4.8% |
| 6M | -8.2% | -6.8% | -1.4% | -6.9% |
| YTD | +41.6% | +8.5% | +33.1% | +46.8% |
| 1Y | +88.7% | -49.7% | +138.4% | +74.2% |
| All | +88.7% | -50.5% | +139.2% | +74.2% |
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