-49.8%
TSLQ vs RL
+9.4%
-59.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.6% |
| 7D | +5.7% | -2.2% | +7.9% | +4.2% |
| 30D | -21.1% | -15.3% | -5.7% | -28.9% |
| 3M | -11.5% | -10.3% | -1.2% | -16.1% |
| 6M | -14.9% | -2.2% | -12.7% | -12.2% |
| YTD | +2.4% | -4.3% | +6.7% | +5.2% |
| 1Y | -49.8% | +8.9% | -58.6% | -41.7% |
| All | -49.8% | +9.4% | -59.1% | -41.7% |
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