-97.2%
TSLQ vs IBN
+64.7%
-161.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | +0.2% |
| 7D | -6.6% | -3.0% | -3.6% | -8.5% |
| 30D | -24.3% | -1.5% | -22.8% | -25.0% |
| 3M | -3.6% | +7.9% | -11.5% | +1.8% |
| 6M | -12.0% | +8.6% | -20.6% | -5.6% |
| YTD | +1.4% | -0.6% | +1.9% | +2.7% |
| 1Y | -43.6% | -7.3% | -36.2% | -45.6% |
| 3Y | -95.4% | +26.2% | -121.6% | -94.1% |
| All | -97.2% | +64.7% | -161.9% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling