+305.3%
RMBS vs TSLQ
-97.2%
+402.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.6% |
| 7D | +1.8% | -6.6% | +8.4% | +0.2% |
| 30D | -13.9% | -24.3% | +10.4% | -18.9% |
| 3M | -39.8% | -3.6% | -36.2% | -37.3% |
| 6M | -6.0% | -12.0% | +5.9% | -0.4% |
| YTD | -5.4% | +1.4% | -6.7% | +5.0% |
| 1Y | -1.8% | -43.6% | +41.7% | -0.8% |
| 3Y | +53.7% | -95.4% | +149.1% | +24.4% |
| All | +305.3% | -97.2% | +402.5% | +229.4% |
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