+80.8%
RSG vs TSLQ
-97.2%
+178.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -1.8% | +5.7% | -7.5% | -1.7% |
| 30D | +2.8% | -21.1% | +23.9% | +2.6% |
| 3M | +4.3% | -11.5% | +15.8% | +4.3% |
| 6M | -0.5% | -14.9% | +14.4% | -0.5% |
| YTD | +5.2% | +2.4% | +2.8% | +5.8% |
| 1Y | -2.1% | -49.8% | +47.6% | -3.0% |
| 3Y | +56.5% | -95.8% | +152.3% | +50.4% |
| All | +80.8% | -97.2% | +178.0% | +78.6% |
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