-97.0%
TSLQ vs RRC
+68.9%
-165.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +11.6% |
| 7D | -5.8% | +1.3% | -7.1% | -5.3% |
| 30D | -22.1% | +10.1% | -32.2% | -18.7% |
| 3M | +10.1% | +4.0% | +6.0% | +11.4% |
| 6M | -6.8% | +1.6% | -8.4% | -7.0% |
| YTD | +8.5% | +19.7% | -11.2% | +18.3% |
| 1Y | -49.7% | +21.4% | -71.1% | -43.7% |
| 3Y | -95.6% | +29.7% | -125.3% | -94.3% |
| All | -97.0% | +68.9% | -165.9% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling