-3.0%
TSLQ vs IBB
+29.1%
-32.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.8% | -13.9% | -8.0% |
| 7D | +8.5% | +2.7% | +5.8% | +12.3% |
| 30D | -4.8% | +6.3% | -11.1% | +1.6% |
| 3M | -34.9% | +11.1% | -45.9% | -27.3% |
| All | -3.0% | +29.1% | -32.1% | +34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling