-97.2%
TSLQ vs RRX
+54.7%
-151.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | +1.5% |
| 7D | -6.6% | -0.3% | -6.2% | -6.7% |
| 30D | -24.3% | -6.1% | -18.2% | -27.1% |
| 3M | -3.6% | -23.1% | +19.4% | -15.6% |
| 6M | -12.0% | -19.5% | +7.6% | -17.1% |
| YTD | +1.4% | +16.1% | -14.7% | +25.4% |
| 1Y | -43.6% | +12.9% | -56.5% | -30.6% |
| 3Y | -95.4% | +7.9% | -103.3% | -92.4% |
| All | -97.2% | +54.7% | -151.9% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling