-97.7%
TSLQ vs RVTY
+16.9%
-114.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +2.7% |
| 7D | -16.8% | -0.5% | -16.4% | -16.8% |
| 30D | -18.0% | +1.5% | -19.5% | -16.1% |
| 3M | -34.5% | +31.5% | -65.9% | -20.7% |
| 6M | -8.9% | +62.7% | -71.6% | +27.5% |
| YTD | -19.0% | +60.0% | -79.0% | +16.1% |
| 1Y | -38.2% | +65.7% | -103.9% | -9.2% |
| 3Y | -96.9% | +85.2% | -182.1% | -94.4% |
| All | -97.7% | +16.9% | -114.7% | -96.5% |
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