+142.5%
RIO vs TSLQ
-97.2%
+239.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -3.2% | -6.6% | +3.4% | -3.6% |
| 30D | +0.9% | -24.3% | +25.2% | -0.8% |
| 3M | -1.4% | -3.6% | +2.2% | -0.5% |
| 6M | +10.9% | -12.0% | +22.9% | +12.3% |
| YTD | +31.2% | +1.4% | +29.8% | +34.3% |
| 1Y | +67.9% | -43.6% | +111.5% | +67.2% |
| 3Y | +88.8% | -95.4% | +184.2% | +74.7% |
| All | +142.5% | -97.2% | +239.7% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling