+136.9%
RIG vs TSLQ
-97.3%
+234.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -8.2% | -8.0% | -0.2% | -8.9% |
| 30D | -0.2% | -23.8% | +23.6% | -2.6% |
| 3M | -2.7% | -7.0% | +4.3% | -2.1% |
| 6M | -7.5% | -17.1% | +9.7% | -7.2% |
| YTD | +38.3% | +0.1% | +38.2% | +42.8% |
| 1Y | +81.8% | -51.2% | +133.0% | +75.6% |
| 3Y | -30.2% | -95.9% | +65.7% | -39.7% |
| All | +136.9% | -97.3% | +234.2% | +118.6% |
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