-97.7%
TSLQ vs RRC
+109.0%
-206.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +4.1% |
| 7D | -16.8% | +6.4% | -23.2% | -14.5% |
| 30D | -18.0% | +23.9% | -41.8% | -8.6% |
| 3M | -34.5% | +30.2% | -64.7% | -25.1% |
| 6M | -8.9% | +26.3% | -35.2% | +1.7% |
| YTD | -19.0% | +48.1% | -67.1% | -1.3% |
| 1Y | -38.2% | +37.7% | -75.9% | -27.5% |
| 3Y | -96.9% | +60.3% | -157.2% | -95.5% |
| All | -97.7% | +109.0% | -206.7% | -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 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