+116.5%
XLE vs TSLQ
-97.8%
+214.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.8% | +7.6% | +1.6% |
| 7D | -0.2% | -7.3% | +7.1% | -0.4% |
| 30D | -4.0% | -13.2% | +9.2% | -4.3% |
| 3M | +4.6% | -37.6% | +42.3% | +3.3% |
| 6M | +12.3% | -9.3% | +21.6% | +13.1% |
| YTD | +44.5% | -19.1% | +63.6% | +45.7% |
| 1Y | +42.4% | -27.2% | +69.6% | +43.1% |
| 3Y | +67.0% | -97.1% | +164.1% | +53.8% |
| All | +116.5% | -97.8% | +214.3% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling