-49.7%
TSLQ vs RL
+13.6%
-63.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +13.2% |
| 7D | -5.8% | -0.8% | -5.0% | -6.2% |
| 30D | -22.1% | -7.8% | -14.3% | -25.8% |
| 3M | +10.1% | -4.0% | +14.0% | +8.7% |
| 6M | -6.8% | -1.9% | -4.9% | -4.3% |
| YTD | +8.5% | -0.2% | +8.7% | +14.0% |
| 1Y | -49.7% | +10.7% | -60.4% | -41.6% |
| All | -49.7% | +13.6% | -63.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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