-43.6%
TSLQ vs RNG
+128.1%
-171.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -6.6% | -6.1% | -0.5% | -7.3% |
| 30D | -24.3% | +9.6% | -33.9% | -23.5% |
| 3M | -3.6% | +83.3% | -86.9% | +2.6% |
| 6M | -12.0% | +77.9% | -89.9% | -5.0% |
| YTD | +1.4% | +139.9% | -138.5% | +17.9% |
| 1Y | -43.6% | +121.7% | -165.2% | -36.3% |
| All | -43.6% | +128.1% | -171.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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