+29.5%
XLP vs TSLQ
-97.0%
+126.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.0% | -12.8% | -0.7% |
| 7D | -1.0% | -5.8% | +4.8% | -1.1% |
| 30D | -0.9% | -22.1% | +21.2% | -1.1% |
| 3M | +3.8% | +10.1% | -6.2% | +4.2% |
| 6M | -1.7% | -6.8% | +5.0% | -1.5% |
| YTD | +10.3% | +8.5% | +1.7% | +10.9% |
| 1Y | +7.8% | -49.7% | +57.5% | +7.0% |
| 3Y | +27.2% | -95.6% | +122.8% | +23.0% |
| All | +29.5% | -97.0% | +126.5% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling