-38.2%
TSLQ vs RRC
+36.3%
-74.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.8% |
| 7D | -16.8% | +6.4% | -23.2% | -16.5% |
| 30D | -18.0% | +23.9% | -41.8% | -20.2% |
| 3M | -34.5% | +30.2% | -64.7% | -37.0% |
| 6M | -8.9% | +26.3% | -35.2% | -12.8% |
| YTD | -19.0% | +48.1% | -67.1% | -20.1% |
| 1Y | -38.2% | +37.7% | -75.9% | -43.8% |
| All | -38.2% | +36.3% | -74.5% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling