-97.2%
TSLQ vs RVTY
-3.8%
-93.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.4% | -5.6% | -9.5% |
| 7D | -8.6% | +0.4% | -9.0% | -8.4% |
| 30D | -24.9% | +10.8% | -35.7% | -19.5% |
| 3M | -1.5% | +26.8% | -28.3% | +15.2% |
| 6M | -18.1% | +39.3% | -57.4% | +4.8% |
| YTD | -0.1% | +31.6% | -31.7% | +24.9% |
| 1Y | -51.4% | +47.7% | -99.1% | -32.9% |
| 3Y | -95.9% | +19.9% | -115.8% | -94.1% |
| All | -97.2% | -3.8% | -93.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling