+42.3%
XLP vs TSLQ
-97.8%
+140.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.5% |
| 7D | +2.5% | -16.8% | +19.4% | +2.4% |
| 30D | +7.3% | -18.0% | +25.3% | +7.2% |
| 3M | +8.1% | -34.5% | +42.6% | +7.7% |
| 6M | +10.5% | -8.9% | +19.4% | +10.8% |
| YTD | +21.2% | -19.0% | +40.2% | +21.6% |
| 1Y | +22.7% | -38.2% | +60.9% | +22.6% |
| 3Y | +44.8% | -96.9% | +141.7% | +39.0% |
| All | +42.3% | -97.8% | +140.1% | +42.8% |
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