+60.1%
XLB vs TSLQ
-97.8%
+157.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | 0.0% |
| 7D | +0.5% | -16.8% | +17.4% | -0.6% |
| 30D | +5.2% | -18.0% | +23.1% | +4.2% |
| 3M | +0.3% | -34.5% | +34.8% | -1.7% |
| 6M | +1.2% | -8.9% | +10.1% | +2.4% |
| YTD | +16.6% | -19.0% | +35.6% | +18.1% |
| 1Y | +21.4% | -38.2% | +59.7% | +21.0% |
| 3Y | +43.2% | -96.9% | +140.1% | +27.4% |
| All | +60.1% | -97.8% | +157.9% | +50.5% |
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