+143.9%
RTX vs TSLQ
-97.0%
+240.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.0% | -12.7% | -0.3% |
| 7D | -5.2% | -5.8% | +0.6% | -5.3% |
| 30D | -9.4% | -22.1% | +12.7% | -10.0% |
| 3M | +12.3% | +10.1% | +2.2% | +13.3% |
| 6M | -3.1% | -6.8% | +3.6% | -2.5% |
| YTD | +10.7% | +8.5% | +2.1% | +12.3% |
| 1Y | +28.4% | -49.7% | +78.1% | +27.0% |
| 3Y | +147.1% | -95.6% | +242.7% | +135.9% |
| All | +143.9% | -97.0% | +240.9% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling