+38.8%
XLP vs TSLQ
-97.3%
+136.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.4% | +7.1% | -1.4% |
| 7D | +0.7% | +19.7% | -19.0% | +0.9% |
| 30D | +10.3% | +4.1% | +6.1% | +10.3% |
| 3M | +6.5% | -30.9% | +37.4% | +6.2% |
| 6M | +8.4% | -13.6% | +22.0% | +8.5% |
| YTD | +18.2% | -2.6% | +20.8% | +18.8% |
| 1Y | +22.4% | -10.4% | +32.9% | +22.9% |
| 3Y | +41.9% | -96.4% | +138.3% | +36.3% |
| All | +38.8% | -97.3% | +136.1% | +39.5% |
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