+3.1%
RMD vs TSLQ
-97.3%
+100.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.7% | -8.0% | +3.3% | -5.0% |
| 30D | +0.2% | -23.8% | +24.0% | -0.7% |
| 3M | +12.0% | -7.0% | +19.0% | +12.4% |
| 6M | -12.5% | -17.1% | +4.6% | -12.3% |
| YTD | -7.9% | +0.1% | -8.0% | -6.7% |
| 1Y | -20.4% | -51.2% | +30.8% | -21.7% |
| 3Y | +53.1% | -95.9% | +149.0% | +41.6% |
| All | +3.1% | -97.3% | +100.4% | -4.7% |
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