-97.6%
TSLQ vs IBB
+81.3%
-178.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.8% | -13.9% | -7.2% |
| 7D | +8.5% | +2.7% | +5.8% | +14.4% |
| 30D | -4.8% | +6.3% | -11.1% | +5.8% |
| 3M | -34.9% | +11.1% | -45.9% | -22.2% |
| 6M | -10.6% | +29.2% | -39.9% | +34.4% |
| YTD | -13.4% | +30.2% | -43.6% | +34.5% |
| 1Y | -25.9% | +39.5% | -65.4% | +28.8% |
| 3Y | -96.9% | +92.3% | -189.3% | -89.6% |
| All | -97.6% | +81.3% | -178.9% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling