-17.2%
TSLQ vs IBN
+7.9%
-25.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.4% | -9.9% |
| 7D | -8.6% | -2.2% | -6.4% | -10.2% |
| 30D | -24.9% | -2.3% | -22.6% | -26.2% |
| 3M | -1.5% | +15.9% | -17.4% | +10.7% |
| All | -17.2% | +7.9% | -25.1% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling