+26.5%
XEL vs TSLQ
-97.3%
+123.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.0% | +9.5% | +1.4% |
| 7D | +1.3% | -8.6% | +9.9% | +1.2% |
| 30D | -1.5% | -24.9% | +23.4% | -1.8% |
| 3M | -0.2% | -1.5% | +1.3% | 0.0% |
| 6M | -5.4% | -18.1% | +12.6% | -5.4% |
| YTD | +5.6% | -0.1% | +5.8% | +6.2% |
| 1Y | +10.5% | -51.4% | +61.8% | +9.8% |
| 3Y | +49.2% | -95.9% | +145.1% | +44.6% |
| All | +26.5% | -97.3% | +123.8% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling