+241.0%
RVMD vs TSLQ
-17.8%
+258.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +3.5% |
| 7D | +5.8% | +9.8% | -4.0% | +6.8% |
| 30D | -3.8% | -6.0% | +2.2% | -4.3% |
| 3M | +3.2% | -35.0% | +38.2% | -0.8% |
| 6M | +35.0% | -24.9% | +60.0% | +33.6% |
| YTD | +150.7% | -12.7% | +163.4% | +156.1% |
| 1Y | +241.0% | -21.0% | +262.0% | +246.4% |
| All | +241.0% | -17.8% | +258.7% | +246.4% |
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 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