-97.2%
TSLQ vs RJF
+111.1%
-208.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -6.6% | -2.7% | -3.9% | -9.5% |
| 30D | -24.3% | -4.3% | -20.0% | -27.4% |
| 3M | -3.6% | +15.7% | -19.3% | +14.7% |
| 6M | -12.0% | +17.8% | -29.8% | +7.4% |
| YTD | +1.4% | +9.2% | -7.8% | +14.2% |
| 1Y | -43.6% | +2.8% | -46.3% | -40.7% |
| 3Y | -95.4% | +69.5% | -164.9% | -89.8% |
| All | -97.2% | +111.1% | -208.3% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling