+140.7%
RTX vs TSLQ
-97.2%
+237.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.4% |
| 7D | -2.0% | +5.7% | -7.7% | -1.8% |
| 30D | -11.2% | -21.1% | +9.9% | -11.8% |
| 3M | +12.0% | -11.5% | +23.6% | +12.0% |
| 6M | -3.6% | -14.9% | +11.3% | -3.3% |
| YTD | +9.2% | +2.4% | +6.8% | +10.6% |
| 1Y | +29.7% | -49.8% | +79.5% | +28.3% |
| 3Y | +152.0% | -95.8% | +247.8% | +140.4% |
| All | +140.7% | -97.2% | +237.9% | +141.6% |
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 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