-97.2%
TSLQ vs RRC
+65.9%
-163.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.7% |
| 7D | -6.6% | -1.8% | -4.8% | -7.3% |
| 30D | -24.3% | +2.7% | -27.0% | -23.4% |
| 3M | -3.6% | +8.8% | -12.4% | -0.3% |
| 6M | -12.0% | -1.2% | -10.8% | -13.4% |
| YTD | +1.4% | +17.6% | -16.2% | +9.6% |
| 1Y | -43.6% | +18.4% | -62.0% | -37.6% |
| 3Y | -95.4% | +33.1% | -128.5% | -94.0% |
| All | -97.2% | +65.9% | -163.1% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling