-97.1%
TSLQ vs RNG
+38.2%
-135.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.1% |
| 7D | +5.7% | -9.6% | +15.3% | +2.1% |
| 30D | -21.1% | +8.8% | -29.9% | -18.1% |
| 3M | -11.5% | +78.6% | -90.1% | +10.3% |
| 6M | -14.9% | +70.3% | -85.2% | +5.8% |
| YTD | +2.4% | +140.3% | -137.9% | +51.1% |
| 1Y | -49.8% | +126.6% | -176.4% | -26.5% |
| 3Y | -95.8% | +120.2% | -216.0% | -92.5% |
| All | -97.1% | +38.2% | -135.3% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling