+26.9%
KRE vs TSLQ
-17.8%
+44.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +1.9% |
| 7D | +2.8% | +9.8% | -7.0% | +3.1% |
| 30D | +5.3% | -6.0% | +11.4% | +5.2% |
| 3M | -4.2% | -35.0% | +30.8% | -5.4% |
| 6M | +8.7% | -24.9% | +33.6% | +8.7% |
| YTD | +16.4% | -12.7% | +29.0% | +17.3% |
| 1Y | +26.9% | -21.0% | +47.9% | +27.8% |
| All | +26.9% | -17.8% | +44.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling