-48.1%
RIVN vs TSLQ
-97.3%
+49.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +2.5% | -8.0% | +10.5% | +0.6% |
| 30D | -2.3% | -23.8% | +21.4% | -8.1% |
| 3M | +1.7% | -7.0% | +8.8% | +5.6% |
| 6M | +0.9% | -17.1% | +18.0% | +5.0% |
| YTD | -18.8% | +0.1% | -18.9% | -9.6% |
| 1Y | +14.8% | -51.2% | +66.0% | +10.5% |
| 3Y | -30.7% | -95.9% | +65.2% | -51.5% |
| All | -48.1% | -97.3% | +49.2% | -63.1% |
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 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