-97.2%
TSLQ vs RL
+291.6%
-388.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | -2.5% |
| 7D | -8.0% | -0.3% | -7.7% | -8.2% |
| 30D | -23.8% | -17.5% | -6.3% | -35.0% |
| 3M | -7.0% | -14.0% | +7.0% | -16.3% |
| 6M | -17.1% | -2.0% | -15.1% | -15.5% |
| YTD | +0.1% | -4.6% | +4.7% | +0.5% |
| 1Y | -51.2% | +9.5% | -60.7% | -43.3% |
| 3Y | -95.9% | +200.5% | -296.4% | -88.5% |
| All | -97.2% | +291.6% | -388.8% | -90.5% |
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