+50.7%
XLE vs TSLQ
-49.6%
+100.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +1.7% | -6.6% | +8.3% | +1.8% |
| 30D | +6.7% | -24.3% | +31.0% | +7.3% |
| 3M | +14.9% | -3.6% | +18.5% | +14.5% |
| 6M | +15.9% | -12.0% | +27.9% | +16.0% |
| YTD | +47.7% | +1.4% | +46.3% | +48.5% |
| 1Y | +50.7% | -43.6% | +94.3% | +49.9% |
| All | +50.7% | -49.6% | +100.4% | +49.9% |
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