+130.6%
ROK vs TSLQ
-97.3%
+227.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.0% | +6.9% | -2.0% |
| 7D | +2.8% | -8.6% | +11.3% | +1.9% |
| 30D | -2.4% | -24.9% | +22.5% | -5.1% |
| 3M | -4.7% | -1.5% | -3.2% | -2.9% |
| 6M | +16.8% | -18.1% | +34.8% | +17.9% |
| YTD | +11.4% | -0.1% | +11.5% | +15.6% |
| 1Y | +26.2% | -51.4% | +77.5% | +22.9% |
| 3Y | +51.9% | -95.9% | +147.8% | +29.1% |
| All | +130.6% | -97.3% | +227.9% | +104.6% |
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