-21.0%
TSLQ vs IBN
+4.2%
-25.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.8% | +2.7% | +7.4% |
| 7D | +9.8% | +8.9% | +0.9% | +12.6% |
| 30D | -6.0% | +12.6% | -18.7% | -1.9% |
| 3M | -35.0% | +3.1% | -38.1% | -34.6% |
| 6M | -24.9% | +20.6% | -45.5% | -19.8% |
| YTD | -12.7% | +5.8% | -18.4% | -8.7% |
| 1Y | -21.0% | +3.7% | -24.7% | -16.5% |
| All | -21.0% | +4.2% | -25.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling