-95.9%
TSLQ vs IBB
+64.8%
-160.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.2% | -5.8% | -11.2% |
| 7D | -8.6% | -1.7% | -6.9% | -11.0% |
| 30D | -24.9% | +4.9% | -29.8% | -18.6% |
| 3M | -1.5% | +24.2% | -25.7% | +40.5% |
| 6M | -18.1% | +23.8% | -41.9% | +19.3% |
| YTD | -0.1% | +23.0% | -23.1% | +44.1% |
| 1Y | -51.4% | +46.2% | -97.5% | -2.5% |
| 3Y | -95.9% | +64.8% | -160.7% | -88.1% |
| All | -95.9% | +64.8% | -160.7% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling