-27.2%
TSLQ vs RL
+19.4%
-46.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -6.6% |
| 7D | -7.3% | -4.4% | -2.9% | -8.5% |
| 30D | -13.2% | +5.6% | -18.8% | -10.0% |
| 3M | -37.6% | -0.6% | -37.0% | -37.8% |
| 6M | -9.3% | +15.5% | -24.8% | -0.7% |
| YTD | -19.1% | +12.3% | -31.4% | -8.1% |
| 1Y | -27.2% | +19.3% | -46.5% | -11.8% |
| All | -27.2% | +19.4% | -46.6% | -11.8% |
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