+4.7%
ROP vs TSLQ
-97.3%
+101.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.0% | +5.1% | -3.1% |
| 7D | -5.4% | -8.6% | +3.2% | -5.6% |
| 30D | -1.6% | -24.9% | +23.2% | -2.4% |
| 3M | +18.8% | -1.5% | +20.4% | +19.5% |
| 6M | +8.2% | -18.1% | +26.3% | +8.2% |
| YTD | -10.5% | -0.1% | -10.4% | -9.3% |
| 1Y | -23.7% | -51.4% | +27.6% | -25.2% |
| 3Y | -17.9% | -95.9% | +78.1% | -24.6% |
| All | +4.7% | -97.3% | +101.9% | -2.6% |
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