+115.5%
XLC vs TSLQ
-97.3%
+212.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -1.1% |
| 7D | +0.6% | -8.6% | +9.1% | 0.0% |
| 30D | +0.2% | -24.9% | +25.1% | -1.8% |
| 3M | +0.6% | -1.5% | +2.2% | +2.0% |
| 6M | -4.5% | -18.1% | +13.6% | -4.0% |
| YTD | -4.7% | -0.1% | -4.6% | -2.1% |
| 1Y | -1.7% | -51.4% | +49.7% | -4.1% |
| 3Y | +72.3% | -95.9% | +168.2% | +52.4% |
| All | +115.5% | -97.3% | +212.7% | +96.0% |
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 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