About Stock Research M & A Index Rebalance Fixed Income Fund & Investment Tax Loss Harvest Careers Peer-to-Peer BETA

Tax Loss Harvest Fund Systematic Tax Alpha

Return on Capital
5.50%
Annualized fund return
Est. +1 std Gain
+8.50%
1 standard deviation upside
Est. -1 std Loss
+2.50%
1 standard deviation downside
Ordinary Income Loss
-2.83%
-13% × (33%/33%) × 1.0x × 0.66
+
Long-Term / Qualified Gain
+3.92%
+18% × (33%/33%) × 1.0x × 0.66
=
Net Tax Alpha
+1.09%
(ord × 21% − ord × 45%) / 45%
Adjust Assumptions
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How Tax Loss Harvesting Works
1
Harvest Short-Term Losses

Systematically realize short-term losses, generating ordinary income deductions at the higher tax rate.

2
Reinvest in Correlated Assets

Redeploy capital into similar (non-wash-sale) positions to maintain market exposure.

3
Realize Long-Term Gains

Hold replacement positions past one year, converting gains to the preferential LT rate.

4
Compound Tax Alpha

The spread between ordinary deductions and LT gains generates persistent tax alpha.

Note: We are not currently accepting investors. For more information, reach out at ryan+stock@rsfundmanagement.com.