-97.2%
TSLQ vs IBB
+69.7%
-166.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | -1.1% |
| 7D | -8.0% | -3.9% | -4.1% | -13.1% |
| 30D | -23.8% | +2.7% | -26.5% | -20.3% |
| 3M | -7.0% | +21.4% | -28.4% | +24.5% |
| 6M | -17.1% | +20.1% | -37.2% | +11.9% |
| YTD | +0.1% | +21.9% | -21.8% | +38.3% |
| 1Y | -51.2% | +44.1% | -95.3% | -11.0% |
| 3Y | -95.9% | +63.4% | -159.3% | -88.9% |
| All | -97.2% | +69.7% | -166.9% | -91.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling