-97.1%
TSLQ vs RVTY
-8.4%
-88.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +0.9% |
| 7D | +5.7% | -7.4% | +13.1% | +0.6% |
| 30D | -21.1% | +4.5% | -25.6% | -18.5% |
| 3M | -11.5% | +19.5% | -31.0% | -0.2% |
| 6M | -14.9% | +34.1% | -49.0% | +6.4% |
| YTD | +2.4% | +25.3% | -22.8% | +24.2% |
| 1Y | -49.8% | +47.0% | -96.8% | -30.7% |
| 3Y | -95.8% | +14.1% | -109.9% | -94.2% |
| All | -97.1% | -8.4% | -88.7% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling