+14.1%
XLRE vs TSLQ
-17.8%
+31.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.4% | -3.1% | +3.3% |
| 7D | +7.1% | +9.8% | -2.7% | +7.1% |
| 30D | +10.9% | -6.0% | +17.0% | +10.9% |
| 3M | +0.7% | -35.0% | +35.7% | +0.7% |
| 6M | +4.1% | -24.9% | +29.1% | +4.1% |
| YTD | +14.5% | -12.7% | +27.2% | +14.2% |
| 1Y | +14.1% | -21.0% | +35.1% | +13.6% |
| All | +14.1% | -17.8% | +31.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling