+99.4%
XBI vs TSLQ
-95.6%
+195.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | -4.6% | -6.6% | +2.0% | -5.2% |
| 30D | -2.0% | -24.3% | +22.3% | -3.9% |
| 3M | +17.8% | -3.6% | +21.4% | +18.8% |
| 6M | +23.7% | -12.0% | +35.7% | +25.2% |
| YTD | +28.2% | +1.4% | +26.9% | +31.7% |
| 1Y | +64.0% | -43.6% | +107.5% | +62.4% |
| 3Y | +99.4% | -95.4% | +194.8% | +84.3% |
| All | +99.4% | -95.6% | +195.0% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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