-21.0%
TSLQ vs RACE
+10.6%
-31.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.3% | +2.2% | +9.5% |
| 7D | +9.8% | +9.9% | -0.1% | +17.5% |
| 30D | -6.0% | +12.8% | -18.8% | +2.5% |
| 3M | -35.0% | +7.4% | -42.4% | -31.3% |
| 6M | -24.9% | +27.6% | -52.5% | -9.8% |
| YTD | -12.7% | +18.4% | -31.0% | +2.3% |
| 1Y | -21.0% | +9.5% | -30.5% | -7.8% |
| All | -21.0% | +10.6% | -31.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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