+73.9%
RSP vs TSLQ
-97.3%
+171.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +6.9% | -1.6% |
| 7D | -0.4% | -8.6% | +8.2% | -0.9% |
| 30D | -1.5% | -24.9% | +23.4% | -3.2% |
| 3M | +4.8% | -1.5% | +6.3% | +5.9% |
| 6M | +10.3% | -18.1% | +28.3% | +10.7% |
| YTD | +14.1% | -0.1% | +14.2% | +16.6% |
| 1Y | +17.0% | -51.4% | +68.4% | +14.5% |
| 3Y | +54.2% | -95.9% | +150.1% | +38.9% |
| All | +73.9% | -97.3% | +171.1% | +62.0% |
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