-95.5%
TSLQ vs RBA
+32.9%
-128.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.2% |
| 7D | -5.8% | -2.9% | -2.9% | -7.9% |
| 30D | -22.1% | -12.3% | -9.8% | -29.3% |
| 3M | +10.1% | -20.5% | +30.6% | -5.9% |
| 6M | -6.8% | -18.5% | +11.8% | -17.8% |
| YTD | +8.5% | -18.2% | +26.8% | -2.4% |
| 1Y | -49.7% | -27.5% | -22.2% | -60.5% |
| All | -95.5% | +32.9% | -128.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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