+117.6%
XLE vs TSLQ
-97.0%
+214.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -0.4% |
| 7D | +2.2% | -5.8% | +8.0% | +2.1% |
| 30D | +11.8% | -22.1% | +33.9% | +10.9% |
| 3M | +9.8% | +10.1% | -0.2% | +10.9% |
| 6M | +15.6% | -6.8% | +22.3% | +16.3% |
| YTD | +45.3% | +8.5% | +36.7% | +47.6% |
| 1Y | +48.3% | -49.7% | +98.0% | +45.7% |
| 3Y | +55.4% | -95.6% | +151.1% | +45.0% |
| All | +117.6% | -97.0% | +214.6% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling