-97.7%
TSLQ vs RBA
+69.7%
-167.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -6.1% |
| 7D | -7.3% | +0.6% | -7.9% | -6.8% |
| 30D | -13.2% | +9.0% | -22.2% | -8.3% |
| 3M | -37.6% | +7.2% | -44.8% | -34.8% |
| 6M | -9.3% | -7.8% | -1.6% | -13.1% |
| YTD | -19.1% | -6.4% | -12.7% | -19.9% |
| 1Y | -27.2% | -4.2% | -23.0% | -26.5% |
| 3Y | -97.1% | +64.1% | -161.1% | -95.6% |
| All | -97.7% | +69.7% | -167.5% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling