+141.1%
RIO vs TSLQ
-97.2%
+238.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -4.0% |
| 7D | -3.4% | +5.7% | -9.0% | -2.9% |
| 30D | +0.6% | -21.1% | +21.7% | -0.8% |
| 3M | +2.5% | -11.5% | +14.0% | +2.9% |
| 6M | +10.8% | -14.9% | +25.7% | +11.9% |
| YTD | +30.5% | +2.4% | +28.0% | +33.7% |
| 1Y | +68.1% | -49.8% | +117.9% | +66.3% |
| 3Y | +94.0% | -95.8% | +189.9% | +78.0% |
| All | +141.1% | -97.2% | +238.3% | +131.1% |
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