-8.9%
TSLQ vs RVTY
+56.2%
-65.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +3.0% |
| 7D | -16.8% | -0.5% | -16.4% | -16.8% |
| 30D | -18.0% | +1.5% | -19.5% | -17.5% |
| 3M | -34.5% | +31.5% | -65.9% | -29.3% |
| 6M | -8.9% | +62.7% | -71.6% | +14.5% |
| All | -8.9% | +56.2% | -65.1% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling