-97.0%
TSLQ vs IBB
+75.0%
-172.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +10.7% |
| 7D | -5.8% | +1.4% | -7.2% | -3.8% |
| 30D | -22.1% | +10.5% | -32.6% | -9.3% |
| 3M | +10.1% | +23.6% | -13.6% | +51.5% |
| 6M | -6.8% | +22.6% | -29.4% | +29.9% |
| YTD | +8.5% | +25.7% | -17.1% | +57.1% |
| 1Y | -49.7% | +51.4% | -101.1% | -1.0% |
| 3Y | -95.6% | +64.4% | -160.0% | -87.9% |
| All | -97.0% | +75.0% | -172.0% | -90.7% |
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