-21.0%
TSLQ vs IBB
+42.2%
-63.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +8.7% |
| 7D | +9.8% | +2.2% | +7.6% | +11.7% |
| 30D | -6.0% | +6.3% | -12.4% | -0.4% |
| 3M | -35.0% | +16.3% | -51.3% | -24.4% |
| 6M | -24.9% | +30.0% | -54.9% | -0.1% |
| YTD | -12.7% | +31.1% | -43.8% | +20.7% |
| 1Y | -21.0% | +42.0% | -63.0% | +30.5% |
| All | -21.0% | +42.2% | -63.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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