-97.6%
TSLQ vs IBB
+79.3%
-177.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -2.4% |
| 7D | +4.7% | +0.8% | +3.9% | +7.6% |
| 30D | -5.6% | +5.2% | -10.7% | +3.3% |
| 3M | -34.6% | +8.6% | -43.1% | -24.3% |
| 6M | -11.4% | +27.8% | -39.2% | +31.2% |
| YTD | -14.1% | +28.8% | -42.9% | +31.3% |
| 1Y | -20.7% | +36.4% | -57.1% | +33.0% |
| 3Y | -96.9% | +89.3% | -186.2% | -89.6% |
| All | -97.6% | +79.3% | -177.0% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling