+121.8%
XLE vs TSLQ
-97.3%
+219.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | -8.0% | +8.3% | +0.1% |
| 30D | +8.5% | -23.8% | +32.3% | +7.6% |
| 3M | +14.6% | -7.0% | +21.6% | +14.9% |
| 6M | +17.6% | -17.1% | +34.7% | +17.7% |
| YTD | +48.1% | +0.1% | +48.0% | +50.0% |
| 1Y | +53.8% | -51.2% | +105.0% | +51.1% |
| 3Y | +56.2% | -95.9% | +152.1% | +45.4% |
| All | +121.8% | -97.3% | +219.1% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling