+772.3%
RVMD vs TSLQ
-97.2%
+869.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -3.0% | -6.6% | +3.6% | -3.7% |
| 30D | -0.7% | -24.3% | +23.6% | -3.5% |
| 3M | +36.5% | -3.6% | +40.2% | +38.2% |
| 6M | +104.6% | -12.0% | +116.6% | +107.7% |
| YTD | +155.8% | +1.4% | +154.5% | +165.7% |
| 1Y | +340.7% | -43.6% | +384.2% | +334.5% |
| 3Y | +519.9% | -95.4% | +615.3% | +449.2% |
| All | +772.3% | -97.2% | +869.5% | +739.4% |
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 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