-38.2%
TSLQ vs RL
+15.3%
-53.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.1% |
| 7D | -16.8% | +2.6% | -19.4% | -15.2% |
| 30D | -18.0% | +2.9% | -20.9% | -16.2% |
| 3M | -34.5% | 0.0% | -34.5% | -34.4% |
| 6M | -8.9% | +17.1% | -26.0% | +0.1% |
| YTD | -19.0% | +10.1% | -29.1% | -9.8% |
| 1Y | -38.2% | +17.3% | -55.5% | -28.7% |
| All | -38.2% | +15.3% | -53.5% | -28.7% |
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