+50.8%
RMBS vs TSLQ
-95.5%
+146.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.0% |
| 7D | +1.2% | +5.7% | -4.5% | +2.8% |
| 30D | -11.5% | -21.1% | +9.6% | -15.9% |
| 3M | -38.2% | -11.5% | -26.7% | -36.9% |
| 6M | -4.8% | -14.9% | +10.2% | +0.3% |
| YTD | -7.1% | +2.4% | -9.5% | +3.4% |
| 1Y | +10.7% | -49.8% | +60.5% | +9.3% |
| All | +50.8% | -95.5% | +146.3% | +32.5% |
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 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