+10.6%
ROP vs TSLQ
-17.8%
+28.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +3.6% |
| 7D | +11.7% | +9.8% | +1.9% | +11.2% |
| 30D | +35.5% | -6.0% | +41.5% | +35.7% |
| 3M | +25.6% | -35.0% | +60.6% | +27.9% |
| 6M | +39.3% | -24.9% | +64.2% | +38.8% |
| YTD | +11.6% | -12.7% | +24.3% | +11.4% |
| 1Y | +10.6% | -21.0% | +31.6% | +10.1% |
| All | +10.6% | -17.8% | +28.4% | +10.1% |
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