+68.5%
XLI vs TSLQ
-95.5%
+164.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.6% |
| 7D | -2.3% | +5.7% | -8.0% | -1.9% |
| 30D | -8.2% | -21.1% | +12.9% | -9.4% |
| 3M | +0.8% | -11.5% | +12.3% | +1.0% |
| 6M | +0.8% | -14.9% | +15.8% | +1.6% |
| YTD | +10.5% | +2.4% | +8.1% | +13.1% |
| 1Y | +14.1% | -49.8% | +63.9% | +12.3% |
| All | +68.5% | -95.5% | +164.1% | +60.6% |
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