+74.2%
XLF vs TSLQ
-95.6%
+169.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | -1.5% | -6.6% | +5.1% | -1.8% |
| 30D | -1.2% | -24.3% | +23.1% | -2.5% |
| 3M | +9.2% | -3.6% | +12.8% | +9.9% |
| 6M | +16.3% | -12.0% | +28.3% | +17.2% |
| YTD | +5.4% | +1.4% | +4.1% | +7.5% |
| 1Y | +7.6% | -43.6% | +51.2% | +6.4% |
| 3Y | +74.2% | -95.4% | +169.6% | +67.1% |
| All | +74.2% | -95.6% | +169.8% | +67.1% |
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