-95.5%
TSLQ vs RGEN
+2.1%
-97.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | -0.8% |
| 7D | -8.0% | -4.6% | -3.4% | -10.0% |
| 30D | -23.8% | +1.2% | -24.9% | -22.8% |
| 3M | -7.0% | +26.8% | -33.8% | +4.6% |
| 6M | -17.1% | +29.1% | -46.2% | -4.0% |
| YTD | +0.1% | +0.7% | -0.7% | +3.3% |
| 1Y | -51.2% | +39.1% | -90.2% | -39.7% |
| All | -95.5% | +2.1% | -97.6% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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