-49.7%
TSLQ vs RJF
+7.8%
-57.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.5% | +11.3% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -22.1% | -1.3% | -20.8% | -22.2% |
| 3M | +10.1% | +18.9% | -8.8% | +18.0% |
| 6M | -6.8% | +15.0% | -21.8% | -0.4% |
| YTD | +8.5% | +12.2% | -3.7% | +17.4% |
| 1Y | -49.7% | +5.6% | -55.4% | -45.2% |
| All | -49.7% | +7.8% | -57.6% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling