+60.0%
XLB vs TSLQ
-97.0%
+157.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | +0.4% |
| 7D | -1.4% | -5.8% | +4.4% | -1.6% |
| 30D | -0.4% | -22.1% | +21.7% | -1.7% |
| 3M | +2.0% | +10.1% | -8.1% | +3.8% |
| 6M | +1.8% | -6.8% | +8.6% | +3.1% |
| YTD | +16.6% | +8.5% | +8.0% | +19.6% |
| 1Y | +16.9% | -49.7% | +66.7% | +14.9% |
| 3Y | +32.6% | -95.6% | +128.2% | +20.9% |
| All | +60.0% | -97.0% | +157.0% | +52.4% |
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 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