+14.7%
RTX vs TSLQ
-17.8%
+32.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.1% | -2.7% |
| 7D | +1.3% | +9.8% | -8.5% | +1.2% |
| 30D | +7.6% | -6.0% | +13.7% | +7.7% |
| 3M | -8.6% | -35.0% | +26.4% | -8.1% |
| 6M | +15.6% | -24.9% | +40.6% | +15.8% |
| YTD | +9.4% | -12.7% | +22.0% | +11.7% |
| 1Y | +14.7% | -21.0% | +35.7% | +16.8% |
| All | +14.7% | -17.8% | +32.5% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling