-97.1%
TSLQ vs RRX
+49.2%
-146.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +1.1% |
| 7D | +5.7% | -3.7% | +9.4% | +3.1% |
| 30D | -21.1% | -9.3% | -11.8% | -25.8% |
| 3M | -11.5% | -21.8% | +10.3% | -21.4% |
| 6M | -14.9% | -22.0% | +7.1% | -21.5% |
| YTD | +2.4% | +11.9% | -9.5% | +23.6% |
| 1Y | -49.8% | +11.6% | -61.4% | -38.4% |
| 3Y | -95.8% | +2.2% | -98.0% | -93.3% |
| All | -97.1% | +49.2% | -146.4% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling