+54.9%
XLB vs TSLQ
-97.2%
+152.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.1% |
| 7D | -3.5% | +5.7% | -9.2% | -3.1% |
| 30D | -4.7% | -21.1% | +16.4% | -5.9% |
| 3M | +2.7% | -11.5% | +14.2% | +2.9% |
| 6M | +2.6% | -14.9% | +17.5% | +3.3% |
| YTD | +12.8% | +2.4% | +10.4% | +15.4% |
| 1Y | +14.0% | -49.8% | +63.7% | +12.0% |
| 3Y | +31.5% | -95.8% | +127.3% | +19.7% |
| All | +54.9% | -97.2% | +152.1% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling