+25.0%
ROK vs TSLQ
-17.8%
+42.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | +0.2% |
| 7D | 0.0% | +9.8% | -9.8% | +1.1% |
| 30D | -2.5% | -6.0% | +3.6% | -2.8% |
| 3M | 0.0% | -35.0% | +35.0% | -3.8% |
| 6M | +11.6% | -24.9% | +36.5% | +12.2% |
| YTD | +15.2% | -12.7% | +27.9% | +19.5% |
| 1Y | +25.0% | -21.0% | +46.0% | +29.3% |
| All | +25.0% | -17.8% | +42.8% | +29.3% |
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