-96.9%
TSLQ vs IBB
+86.3%
-183.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.8% | -13.9% | -6.9% |
| 7D | +8.5% | +2.7% | +5.8% | +14.8% |
| 30D | -4.8% | +6.3% | -11.1% | +6.6% |
| 3M | -34.9% | +11.1% | -45.9% | -21.2% |
| 6M | -10.6% | +29.2% | -39.9% | +39.2% |
| YTD | -13.4% | +30.2% | -43.6% | +39.6% |
| 1Y | -25.9% | +39.5% | -65.4% | +36.2% |
| 3Y | -96.9% | +92.3% | -189.3% | -90.0% |
| All | -96.9% | +86.3% | -183.3% | -90.0% |
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