+70.4%
RKT vs TSLQ
-97.8%
+168.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.5% |
| 7D | -9.0% | -16.8% | +7.9% | -11.1% |
| 30D | +30.2% | -18.0% | +48.2% | +27.5% |
| 3M | -8.8% | -34.5% | +25.6% | -12.7% |
| 6M | -0.9% | -8.9% | +8.0% | +1.7% |
| YTD | -29.2% | -19.0% | -10.2% | -27.3% |
| 1Y | -20.1% | -38.2% | +18.2% | -20.4% |
| 3Y | +81.3% | -96.9% | +178.2% | +45.1% |
| All | +70.4% | -97.8% | +168.2% | +44.5% |
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