+24.3%
XEL vs TSLQ
-97.2%
+121.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.3% | -6.6% | +6.3% | -0.4% |
| 30D | -3.9% | -24.3% | +20.4% | -4.3% |
| 3M | -2.8% | -3.6% | +0.8% | -2.7% |
| 6M | -5.4% | -12.0% | +6.6% | -5.2% |
| YTD | +3.8% | +1.4% | +2.4% | +4.3% |
| 1Y | +6.8% | -43.6% | +50.4% | +6.5% |
| 3Y | +45.6% | -95.4% | +141.0% | +42.0% |
| All | +24.3% | -97.2% | +121.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling