-97.2%
TSLQ vs RRC
+67.9%
-165.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | 0.0% |
| 7D | -8.0% | -1.7% | -6.3% | -8.7% |
| 30D | -23.8% | +3.6% | -27.4% | -22.6% |
| 3M | -7.0% | +8.8% | -15.9% | -4.1% |
| 6M | -17.1% | +0.8% | -17.9% | -17.7% |
| YTD | +0.1% | +19.0% | -18.9% | +8.8% |
| 1Y | -51.2% | +22.9% | -74.1% | -45.0% |
| 3Y | -95.9% | +32.3% | -128.2% | -94.7% |
| All | -97.2% | +67.9% | -165.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling