-96.9%
TSLQ vs RL
+254.6%
-351.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.8% | -16.9% | -5.6% |
| 7D | +8.5% | +0.2% | +8.2% | +10.5% |
| 30D | -4.8% | +7.3% | -12.1% | +3.5% |
| 3M | -34.9% | +1.0% | -35.9% | -33.5% |
| 6M | -10.6% | +11.8% | -22.4% | +2.2% |
| YTD | -13.4% | +13.6% | -27.0% | +3.7% |
| 1Y | -25.9% | +24.0% | -49.9% | -0.8% |
| 3Y | -96.9% | +256.6% | -353.5% | -87.5% |
| All | -96.9% | +254.6% | -351.5% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling