+135.3%
RIG vs TSLQ
-97.2%
+232.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.8% |
| 7D | -3.1% | -6.6% | +3.5% | -3.8% |
| 30D | -0.5% | -24.3% | +23.8% | -3.1% |
| 3M | -6.0% | -3.6% | -2.4% | -5.1% |
| 6M | -10.1% | -12.0% | +1.8% | -9.3% |
| YTD | +37.3% | +1.4% | +35.9% | +42.0% |
| 1Y | +73.9% | -43.6% | +117.5% | +70.8% |
| 3Y | -30.2% | -95.4% | +65.2% | -38.4% |
| All | +135.3% | -97.2% | +232.5% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling