+22.6%
XLRE vs TSLQ
-97.2%
+119.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.7% |
| 7D | -2.7% | +5.7% | -8.4% | -2.4% |
| 30D | -2.3% | -21.1% | +18.7% | -3.2% |
| 3M | -3.5% | -11.5% | +8.0% | -3.4% |
| 6M | +1.9% | -14.9% | +16.8% | +2.2% |
| YTD | +8.3% | +2.4% | +5.9% | +10.1% |
| 1Y | +6.4% | -49.8% | +56.2% | +4.6% |
| 3Y | +30.2% | -95.8% | +126.1% | +19.5% |
| All | +22.6% | -97.2% | +119.8% | +15.5% |
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 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