+98.8%
XLF vs TSLQ
-97.3%
+196.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.0% | -8.0% | +7.0% | -1.5% |
| 30D | -1.3% | -23.8% | +22.5% | -2.8% |
| 3M | +9.1% | -7.0% | +16.2% | +9.8% |
| 6M | +14.4% | -17.1% | +31.5% | +14.8% |
| YTD | +5.1% | +0.1% | +5.0% | +7.3% |
| 1Y | +8.6% | -51.2% | +59.8% | +6.1% |
| 3Y | +74.4% | -95.9% | +170.4% | +57.5% |
| All | +98.8% | -97.3% | +196.0% | +86.2% |
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 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