-97.6%
TSLQ vs RBA
+69.9%
-167.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.4% | -13.5% | -9.5% |
| 7D | +8.5% | +2.5% | +6.0% | +10.3% |
| 30D | -4.8% | +11.6% | -16.4% | +2.2% |
| 3M | -34.9% | +1.5% | -36.4% | -34.3% |
| 6M | -10.6% | -6.6% | -4.0% | -13.5% |
| YTD | -13.4% | -6.3% | -7.1% | -14.2% |
| 1Y | -25.9% | -4.0% | -21.9% | -25.0% |
| 3Y | -96.9% | +47.3% | -144.2% | -95.6% |
| All | -97.6% | +69.9% | -167.5% | -96.4% |
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