+56.8%
XLB vs TSLQ
-97.3%
+154.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.0% |
| 7D | -2.9% | -8.0% | +5.1% | -3.4% |
| 30D | -3.4% | -23.8% | +20.4% | -4.8% |
| 3M | +1.6% | -7.0% | +8.6% | +2.2% |
| 6M | +3.6% | -17.1% | +20.8% | +4.2% |
| YTD | +14.2% | +0.1% | +14.2% | +16.6% |
| 1Y | +15.6% | -51.2% | +66.8% | +13.4% |
| 3Y | +33.1% | -95.9% | +129.0% | +21.0% |
| All | +56.8% | -97.3% | +154.1% | +48.6% |
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