+172.7%
RTX vs TSLQ
-95.6%
+268.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | -8.0% | +6.4% | -1.8% |
| 30D | -11.6% | -23.8% | +12.2% | -12.2% |
| 3M | +9.2% | -7.0% | +16.2% | +9.4% |
| 6M | -4.4% | -17.1% | +12.7% | -4.2% |
| YTD | +8.9% | +0.1% | +8.8% | +10.2% |
| 1Y | +32.1% | -51.2% | +83.3% | +30.7% |
| All | +172.7% | -95.6% | +268.4% | +165.4% |
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