-97.7%
TSLQ vs RL
+361.1%
-458.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -6.9% |
| 7D | -7.3% | -4.4% | -2.9% | -9.1% |
| 30D | -13.2% | +5.6% | -18.8% | -8.0% |
| 3M | -37.6% | -0.6% | -37.0% | -37.3% |
| 6M | -9.3% | +15.5% | -24.8% | +5.3% |
| YTD | -19.1% | +12.3% | -31.4% | -5.9% |
| 1Y | -27.2% | +19.3% | -46.5% | -9.9% |
| 3Y | -97.1% | +255.5% | -352.6% | -90.4% |
| All | -97.7% | +361.1% | -458.8% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling