-43.6%
TSLQ vs RRX
+15.2%
-58.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | +0.6% |
| 7D | -6.6% | -0.3% | -6.2% | -6.7% |
| 30D | -24.3% | -6.1% | -18.2% | -26.1% |
| 3M | -3.6% | -23.1% | +19.4% | -11.4% |
| 6M | -12.0% | -19.5% | +7.6% | -14.0% |
| YTD | +1.4% | +16.1% | -14.7% | +5.8% |
| 1Y | -43.6% | +12.9% | -56.5% | -41.4% |
| All | -43.6% | +15.2% | -58.7% | -41.4% |
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