-31.5%
RIVN vs TSLQ
-95.6%
+64.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.4% |
| 7D | +1.8% | -6.6% | +8.4% | +0.4% |
| 30D | +0.6% | -24.3% | +24.9% | -4.4% |
| 3M | +3.2% | -3.6% | +6.8% | +7.0% |
| 6M | -3.7% | -12.0% | +8.2% | +1.1% |
| YTD | -18.7% | +1.4% | -20.0% | -10.8% |
| 1Y | +14.7% | -43.6% | +58.3% | +15.9% |
| 3Y | -31.5% | -95.4% | +63.9% | -27.3% |
| All | -31.5% | -95.6% | +64.1% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling