+54.9%
XLE vs TSLQ
-95.9%
+150.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.0% | +9.1% | +0.8% |
| 7D | 0.0% | -8.6% | +8.6% | -0.2% |
| 30D | +12.6% | -24.9% | +37.5% | +11.7% |
| 3M | +11.8% | -1.5% | +13.4% | +12.4% |
| 6M | +16.1% | -18.1% | +34.1% | +16.1% |
| YTD | +46.9% | -0.1% | +47.0% | +48.7% |
| 1Y | +53.3% | -51.4% | +104.6% | +50.6% |
| 3Y | +54.9% | -95.9% | +150.8% | +41.1% |
| All | +54.9% | -95.9% | +150.8% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling