-49.7%
TSLQ vs RRX
+14.9%
-64.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.1% |
| 7D | -5.8% | +3.4% | -9.2% | -4.2% |
| 30D | -22.1% | -11.1% | -11.0% | -25.8% |
| 3M | +10.1% | -23.7% | +33.8% | +1.5% |
| 6M | -6.8% | -22.0% | +15.2% | -9.4% |
| YTD | +8.5% | +16.5% | -7.9% | +14.6% |
| 1Y | -49.7% | +11.5% | -61.2% | -48.9% |
| All | -49.7% | +14.9% | -64.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling