-51.4%
TSLQ vs RACE
-15.2%
-36.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -8.5% |
| 7D | -8.6% | -1.0% | -7.5% | -9.0% |
| 30D | -24.9% | -1.5% | -23.4% | -25.1% |
| 3M | -1.5% | +15.5% | -17.0% | +5.3% |
| 6M | -18.1% | +17.3% | -35.4% | -10.4% |
| YTD | -0.1% | +11.1% | -11.2% | +8.8% |
| 1Y | -51.4% | -14.3% | -37.1% | -47.1% |
| All | -51.4% | -15.2% | -36.2% | -47.1% |
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