-97.2%
TSLQ vs RBA
+45.3%
-142.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.0% | -9.3% |
| 7D | -8.6% | -1.1% | -7.5% | -9.3% |
| 30D | -24.9% | -13.2% | -11.7% | -31.7% |
| 3M | -1.5% | -21.4% | +19.8% | -15.2% |
| 6M | -18.1% | -20.9% | +2.8% | -28.5% |
| YTD | -0.1% | -19.9% | +19.7% | -10.8% |
| 1Y | -51.4% | -28.7% | -22.7% | -60.7% |
| 3Y | -95.9% | +27.4% | -123.3% | -94.7% |
| All | -97.2% | +45.3% | -142.5% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling