+29.5%
XLB vs TSLQ
-17.8%
+47.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -4.0% | +2.8% |
| 7D | +3.9% | +9.8% | -5.9% | +4.4% |
| 30D | +8.9% | -6.0% | +14.9% | +8.7% |
| 3M | +4.1% | -35.0% | +39.1% | +2.4% |
| 6M | +7.3% | -24.9% | +32.2% | +7.4% |
| YTD | +20.4% | -12.7% | +33.0% | +21.5% |
| 1Y | +29.5% | -21.0% | +50.5% | +30.4% |
| All | +29.5% | -17.8% | +47.3% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling