-97.7%
TSLQ vs RRC
+109.1%
-206.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -5.2% |
| 7D | -7.3% | -0.5% | -6.9% | -7.2% |
| 30D | -13.2% | +25.2% | -38.4% | -2.8% |
| 3M | -37.6% | +27.8% | -65.5% | -29.3% |
| 6M | -9.3% | +27.2% | -36.5% | +1.7% |
| YTD | -19.1% | +48.2% | -67.2% | -1.4% |
| 1Y | -27.2% | +34.7% | -61.9% | -15.5% |
| 3Y | -97.1% | +62.2% | -159.3% | -95.7% |
| All | -97.7% | +109.1% | -206.8% | -96.7% |
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