-20.0%
ROP vs TSLQ
-95.6%
+75.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -6.1% | -8.0% | +1.9% | -6.3% |
| 30D | -3.4% | -23.8% | +20.4% | -3.9% |
| 3M | +16.7% | -7.0% | +23.7% | +17.0% |
| 6M | +8.1% | -17.1% | +25.2% | +8.1% |
| YTD | -11.7% | +0.1% | -11.7% | -10.7% |
| 1Y | -24.2% | -51.2% | +27.0% | -25.5% |
| All | -20.0% | -95.6% | +75.6% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling