+2.4%
RMD vs TSLQ
-97.2%
+99.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -4.4% | -6.6% | +2.2% | -4.7% |
| 30D | -3.1% | -24.3% | +21.2% | -4.0% |
| 3M | +13.8% | -3.6% | +17.4% | +14.3% |
| 6M | -8.6% | -12.0% | +3.4% | -8.1% |
| YTD | -8.6% | +1.4% | -10.0% | -7.4% |
| 1Y | -19.7% | -43.6% | +23.9% | -20.4% |
| 3Y | +48.4% | -95.4% | +143.8% | +38.7% |
| All | +2.4% | -97.2% | +99.6% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling