+13.3%
RMBS vs TSLQ
-50.5%
+63.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +5.1% |
| 7D | -0.3% | -5.8% | +5.4% | -1.8% |
| 30D | -12.2% | -22.1% | +9.9% | -18.4% |
| 3M | -49.5% | +10.1% | -59.6% | -43.7% |
| 6M | -7.1% | -6.8% | -0.4% | +2.0% |
| YTD | -7.0% | +8.5% | -15.5% | +7.5% |
| 1Y | +13.3% | -49.7% | +63.1% | +20.6% |
| All | +13.3% | -50.5% | +63.8% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling