+304.9%
RMBS vs TSLQ
-97.3%
+402.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.6% | -0.3% |
| 7D | +3.0% | -8.6% | +11.5% | +1.0% |
| 30D | -14.4% | -24.9% | +10.5% | -19.6% |
| 3M | -42.8% | -1.5% | -41.3% | -40.0% |
| 6M | -1.4% | -18.1% | +16.7% | +2.7% |
| YTD | -5.4% | -0.1% | -5.3% | +4.5% |
| 1Y | +18.6% | -51.4% | +69.9% | +16.2% |
| 3Y | +57.3% | -95.9% | +153.2% | +24.1% |
| All | +304.9% | -97.3% | +402.2% | +227.8% |
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