+2.8%
ROP vs TSLQ
-97.2%
+100.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -4.6% | -6.6% | +2.0% | -4.8% |
| 30D | -1.7% | -24.3% | +22.6% | -2.4% |
| 3M | +17.1% | -3.6% | +20.7% | +17.6% |
| 6M | +10.9% | -12.0% | +22.8% | +11.2% |
| YTD | -12.1% | +1.4% | -13.5% | -10.9% |
| 1Y | -24.2% | -43.6% | +19.3% | -25.1% |
| 3Y | -20.4% | -95.4% | +75.0% | -26.3% |
| All | +2.8% | -97.2% | +100.0% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling