-97.2%
TSLQ vs RL
+305.1%
-402.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.1% | -6.8% | -8.9% |
| 7D | -8.6% | +1.9% | -10.4% | -7.2% |
| 30D | -24.9% | -12.2% | -12.7% | -32.6% |
| 3M | -1.5% | -6.6% | +5.1% | -5.6% |
| 6M | -18.1% | +3.2% | -21.2% | -12.9% |
| YTD | -0.1% | -1.3% | +1.2% | +3.1% |
| 1Y | -51.4% | +13.6% | -65.0% | -41.9% |
| 3Y | -95.9% | +210.9% | -306.8% | -88.2% |
| All | -97.2% | +305.1% | -402.3% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling