-15.7%
RMD vs TSLQ
-50.5%
+34.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | -0.3% |
| 7D | -5.0% | -5.8% | +0.8% | -5.0% |
| 30D | +2.2% | -22.1% | +24.3% | +2.3% |
| 3M | +17.8% | +10.1% | +7.8% | +17.9% |
| 6M | -11.3% | -6.8% | -4.6% | -11.5% |
| YTD | -4.4% | +8.5% | -13.0% | -4.5% |
| 1Y | -15.7% | -49.7% | +34.0% | -15.8% |
| All | -15.7% | -50.5% | +34.8% | -15.8% |
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 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