-95.5%
TSLQ vs RACE
+40.8%
-136.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.9% | +13.9% | +10.4% |
| 7D | -5.8% | -2.5% | -3.3% | -7.3% |
| 30D | -22.1% | +0.8% | -22.9% | -20.7% |
| 3M | +10.1% | +17.2% | -7.1% | +29.3% |
| 6M | -6.8% | +13.6% | -20.3% | +9.0% |
| YTD | +8.5% | +12.2% | -3.7% | +26.4% |
| 1Y | -49.7% | -16.3% | -33.5% | -55.7% |
| All | -95.5% | +40.8% | -136.3% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling