-32.5%
TSLQ vs IBB
+30.0%
-62.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -5.8% |
| 7D | -26.6% | +1.6% | -28.2% | -24.9% |
| 30D | -17.5% | +6.7% | -24.2% | -11.6% |
| 3M | -41.7% | +6.3% | -48.0% | -37.0% |
| 6M | -16.9% | +23.9% | -40.8% | +6.6% |
| YTD | -21.9% | +26.6% | -48.5% | +5.0% |
| 1Y | -32.5% | +29.6% | -62.2% | -5.4% |
| All | -32.5% | +30.0% | -62.6% | -5.4% |
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