-95.4%
TSLQ vs RRX
+5.4%
-100.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | +1.6% |
| 7D | -6.6% | -0.3% | -6.2% | -6.7% |
| 30D | -24.3% | -6.1% | -18.2% | -27.3% |
| 3M | -3.6% | -23.1% | +19.4% | -16.3% |
| 6M | -12.0% | -19.5% | +7.6% | -17.4% |
| YTD | +1.4% | +16.1% | -14.7% | +28.1% |
| 1Y | -43.6% | +12.9% | -56.5% | -29.3% |
| 3Y | -95.4% | +7.9% | -103.3% | -92.2% |
| All | -95.4% | +5.4% | -100.8% | -92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling