-97.2%
TSLQ vs RJF
+114.9%
-212.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -9.1% |
| 7D | -8.6% | +1.8% | -10.3% | -6.4% |
| 30D | -24.9% | 0.0% | -24.9% | -24.4% |
| 3M | -1.5% | +18.0% | -19.5% | +19.7% |
| 6M | -18.1% | +17.0% | -35.0% | -1.1% |
| YTD | -0.1% | +11.1% | -11.2% | +14.7% |
| 1Y | -51.4% | +8.0% | -59.3% | -45.5% |
| 3Y | -95.9% | +73.3% | -169.2% | -90.8% |
| All | -97.2% | +114.9% | -212.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling