-97.7%
TSLQ vs IBN
+93.5%
-191.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +4.0% |
| 7D | -16.8% | +1.9% | -18.7% | -15.9% |
| 30D | -18.0% | +22.1% | -40.1% | -8.2% |
| 3M | -34.5% | +17.1% | -51.6% | -28.4% |
| 6M | -8.9% | +35.5% | -44.5% | +10.0% |
| YTD | -19.0% | +16.8% | -35.8% | -10.2% |
| 1Y | -38.2% | +12.4% | -50.6% | -33.3% |
| 3Y | -96.9% | +58.0% | -155.0% | -95.5% |
| All | -97.7% | +93.5% | -191.2% | -95.9% |
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