+49.9%
XLE vs TSLQ
-17.8%
+67.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.4% | -11.2% | -5.0% |
| 7D | -7.2% | +9.8% | -17.0% | -7.5% |
| 30D | +0.1% | -6.0% | +6.2% | +0.3% |
| 3M | +9.2% | -35.0% | +44.2% | +10.7% |
| 6M | +8.4% | -24.9% | +33.3% | +8.3% |
| YTD | +44.9% | -12.7% | +57.6% | +45.3% |
| 1Y | +49.9% | -21.0% | +70.9% | +49.4% |
| All | +49.9% | -17.8% | +67.6% | +49.4% |
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 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