+23.7%
XLRE vs TSLQ
-97.2%
+120.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.8% |
| 7D | -1.2% | -6.6% | +5.4% | -1.4% |
| 30D | -2.4% | -24.3% | +21.9% | -3.4% |
| 3M | -2.5% | -3.6% | +1.1% | -2.0% |
| 6M | +4.0% | -12.0% | +15.9% | +4.6% |
| YTD | +9.3% | +1.4% | +7.9% | +10.9% |
| 1Y | +5.6% | -43.6% | +49.1% | +4.5% |
| 3Y | +31.3% | -95.4% | +126.7% | +22.2% |
| All | +23.7% | -97.2% | +120.9% | +16.4% |
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 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