-97.2%
TSLQ vs IBN
+62.7%
-159.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | -1.0% |
| 7D | -8.0% | -5.1% | -2.9% | -11.2% |
| 30D | -23.8% | -3.5% | -20.3% | -25.5% |
| 3M | -7.0% | +11.3% | -18.3% | +0.2% |
| 6M | -17.1% | +4.4% | -21.5% | -13.4% |
| YTD | +0.1% | -1.8% | +1.9% | +0.6% |
| 1Y | -51.2% | -8.0% | -43.2% | -53.1% |
| 3Y | -95.9% | +27.1% | -123.0% | -94.7% |
| All | -97.2% | +62.7% | -159.9% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling