-96.9%
TSLQ vs RRC
+60.0%
-157.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -4.9% |
| 7D | -7.3% | -0.5% | -6.9% | -7.3% |
| 30D | -13.2% | +25.2% | -38.4% | +2.6% |
| 3M | -37.6% | +27.8% | -65.5% | -24.8% |
| 6M | -9.3% | +27.2% | -36.5% | +6.8% |
| YTD | -19.1% | +48.2% | -67.2% | +10.0% |
| 1Y | -27.2% | +34.7% | -61.9% | -10.0% |
| All | -96.9% | +60.0% | -157.0% | -93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling