+65.1%
RSP vs TSLQ
-97.0%
+162.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.4% |
| 7D | +2.4% | -16.8% | +19.2% | +1.3% |
| 30D | +4.3% | -18.0% | +22.2% | +3.4% |
| 3M | -0.3% | -34.5% | +34.1% | -2.1% |
| 6M | +9.8% | -8.9% | +18.7% | +11.0% |
| YTD | +16.8% | -19.0% | +35.8% | +18.1% |
| 1Y | +19.5% | -38.2% | +57.7% | +19.0% |
| 3Y | +65.1% | -96.9% | +162.1% | +53.9% |
| All | +65.1% | -97.0% | +162.2% | +53.9% |
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