+789.0%
RVMD vs TSLQ
-97.3%
+886.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.7% | -8.0% | +7.3% | -1.5% |
| 30D | +0.3% | -23.8% | +24.1% | -2.3% |
| 3M | +38.9% | -7.0% | +45.9% | +40.1% |
| 6M | +108.1% | -17.1% | +125.2% | +109.8% |
| YTD | +160.7% | +0.1% | +160.7% | +170.4% |
| 1Y | +407.3% | -51.2% | +458.5% | +392.9% |
| 3Y | +546.6% | -95.9% | +642.5% | +458.6% |
| All | +789.0% | -97.3% | +886.3% | +754.1% |
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