+3.7%
RMD vs TSLQ
-97.3%
+100.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.0% | +4.8% | -3.5% |
| 7D | -4.5% | -8.6% | +4.1% | -4.8% |
| 30D | +4.6% | -24.9% | +29.5% | +3.6% |
| 3M | +14.8% | -1.5% | +16.3% | +15.5% |
| 6M | -12.1% | -18.1% | +6.0% | -11.9% |
| YTD | -7.5% | -0.1% | -7.4% | -6.3% |
| 1Y | -20.1% | -51.4% | +31.3% | -21.4% |
| 3Y | +53.9% | -95.9% | +149.8% | +42.3% |
| All | +3.7% | -97.3% | +100.9% | -4.2% |
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