+114.2%
XLI vs TSLQ
-97.2%
+211.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | -1.7% | -6.6% | +4.9% | -2.1% |
| 30D | -7.3% | -24.3% | +17.0% | -8.9% |
| 3M | -1.3% | -3.6% | +2.3% | -0.5% |
| 6M | +2.2% | -12.0% | +14.2% | +3.3% |
| YTD | +11.7% | +1.4% | +10.3% | +14.4% |
| 1Y | +14.3% | -43.6% | +57.8% | +13.2% |
| 3Y | +70.3% | -95.4% | +165.7% | +56.3% |
| All | +114.2% | -97.2% | +211.5% | +102.4% |
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