-95.9%
TSLQ vs RL
+211.8%
-307.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.1% | -6.8% | -9.0% |
| 7D | -8.6% | +1.9% | -10.4% | -7.0% |
| 30D | -24.9% | -12.2% | -12.7% | -33.7% |
| 3M | -1.5% | -6.6% | +5.1% | -6.2% |
| 6M | -18.1% | +3.2% | -21.2% | -12.3% |
| YTD | -0.1% | -1.3% | +1.2% | +3.1% |
| 1Y | -51.4% | +13.6% | -65.0% | -40.0% |
| 3Y | -95.9% | +210.9% | -306.8% | -87.0% |
| All | -95.9% | +211.8% | -307.8% | -87.0% |
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