-96.9%
TSLQ vs RBA
+48.1%
-145.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.4% | -13.5% | -9.4% |
| 7D | +8.5% | +2.5% | +6.0% | +10.4% |
| 30D | -4.8% | +11.6% | -16.4% | +2.6% |
| 3M | -34.9% | +1.5% | -36.4% | -34.5% |
| 6M | -10.6% | -6.6% | -4.0% | -14.0% |
| YTD | -13.4% | -6.3% | -7.1% | -14.2% |
| 1Y | -25.9% | -4.0% | -21.9% | -24.7% |
| 3Y | -96.9% | +47.3% | -144.2% | -95.8% |
| All | -96.9% | +48.1% | -145.0% | -95.8% |
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