+40.9%
XLP vs TSLQ
-97.8%
+138.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.2% | +0.4% |
| 7D | -0.5% | -7.3% | +6.8% | -0.6% |
| 30D | +8.3% | -13.2% | +21.6% | +8.2% |
| 3M | +8.7% | -37.6% | +46.3% | +8.3% |
| 6M | +11.2% | -9.3% | +20.5% | +11.5% |
| YTD | +20.0% | -19.1% | +39.0% | +20.4% |
| 1Y | +21.3% | -27.2% | +48.5% | +21.6% |
| 3Y | +43.8% | -97.1% | +140.9% | +37.8% |
| All | +40.9% | -97.8% | +138.7% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling