+48.3%
XLE vs TSLQ
-50.5%
+98.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -1.1% |
| 7D | +2.2% | -5.8% | +8.0% | +2.3% |
| 30D | +11.8% | -22.1% | +33.9% | +12.3% |
| 3M | +9.8% | +10.1% | -0.2% | +9.2% |
| 6M | +15.6% | -6.8% | +22.3% | +15.5% |
| YTD | +45.3% | +8.5% | +36.7% | +45.6% |
| 1Y | +48.3% | -49.7% | +98.0% | +48.6% |
| All | +48.3% | -50.5% | +98.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling