-49.7%
TSLQ vs IBB
+51.5%
-101.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +11.1% |
| 7D | -5.8% | +1.4% | -7.2% | -4.4% |
| 30D | -22.1% | +10.5% | -32.6% | -13.0% |
| 3M | +10.1% | +23.6% | -13.6% | +41.3% |
| 6M | -6.8% | +22.6% | -29.4% | +22.0% |
| YTD | +8.5% | +25.7% | -17.1% | +46.7% |
| 1Y | -49.7% | +51.4% | -101.1% | -14.1% |
| All | -49.7% | +51.5% | -101.2% | -14.1% |
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