-95.5%
TSLQ vs IBN
+25.8%
-121.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | -0.9% |
| 7D | -8.0% | -5.1% | -2.9% | -10.9% |
| 30D | -23.8% | -3.5% | -20.3% | -25.3% |
| 3M | -7.0% | +11.3% | -18.3% | -0.5% |
| 6M | -17.1% | +4.4% | -21.5% | -13.7% |
| YTD | +0.1% | -1.8% | +1.9% | +0.7% |
| 1Y | -51.2% | -8.0% | -43.2% | -52.9% |
| All | -95.5% | +25.8% | -121.3% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling