+151.9%
RIO vs TSLQ
-97.3%
+249.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | 0.0% |
| 7D | +1.9% | -8.6% | +10.5% | +1.4% |
| 30D | +5.0% | -24.9% | +29.8% | +3.1% |
| 3M | +5.1% | -1.5% | +6.7% | +6.3% |
| 6M | +17.6% | -18.1% | +35.7% | +18.5% |
| YTD | +36.3% | -0.1% | +36.4% | +39.4% |
| 1Y | +71.2% | -51.4% | +122.6% | +68.9% |
| 3Y | +102.7% | -95.9% | +198.6% | +85.6% |
| All | +151.9% | -97.3% | +249.2% | +141.0% |
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