-97.0%
TSLQ vs RGEN
+1.9%
-98.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +11.5% |
| 7D | -5.8% | -4.9% | -0.9% | -7.5% |
| 30D | -22.1% | +5.7% | -27.8% | -19.6% |
| 3M | +10.1% | +32.4% | -22.4% | +25.7% |
| 6M | -6.8% | +33.2% | -39.9% | +8.9% |
| YTD | +8.5% | +2.3% | +6.3% | +13.1% |
| 1Y | -49.7% | +39.0% | -88.7% | -38.5% |
| 3Y | -95.6% | -4.6% | -91.0% | -94.5% |
| All | -97.0% | +1.9% | -98.9% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling