-95.5%
TSLQ vs RVTY
+16.6%
-112.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | -1.5% |
| 7D | -8.0% | -5.4% | -2.6% | -11.5% |
| 30D | -23.8% | +6.7% | -30.5% | -20.0% |
| 3M | -7.0% | +19.0% | -26.0% | +5.3% |
| 6M | -17.1% | +34.6% | -51.8% | +5.3% |
| YTD | +0.1% | +28.3% | -28.2% | +24.8% |
| 1Y | -51.2% | +46.0% | -97.2% | -31.2% |
| All | -95.5% | +16.6% | -112.0% | -93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling