+71.7%
RKT vs TSLQ
-97.3%
+168.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.0% | +6.2% | -2.9% |
| 7D | +6.0% | -8.6% | +14.6% | +5.0% |
| 30D | +0.7% | -24.9% | +25.5% | -2.5% |
| 3M | +11.8% | -1.5% | +13.3% | +14.5% |
| 6M | -7.6% | -18.1% | +10.4% | -6.2% |
| YTD | -28.7% | -0.1% | -28.6% | -25.3% |
| 1Y | -32.6% | -51.4% | +18.8% | -34.3% |
| 3Y | +42.1% | -95.9% | +138.0% | +20.1% |
| All | +71.7% | -97.3% | +168.9% | +48.6% |
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