+46.3%
XLU vs TSLQ
-95.6%
+141.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.6% | -6.6% | +5.0% | -1.7% |
| 30D | -3.3% | -24.3% | +21.0% | -3.7% |
| 3M | -3.2% | -3.6% | +0.5% | -3.0% |
| 6M | -7.0% | -12.0% | +5.0% | -6.7% |
| YTD | +0.6% | +1.4% | -0.7% | +1.3% |
| 1Y | +2.4% | -43.6% | +46.0% | +2.1% |
| 3Y | +46.3% | -95.4% | +141.7% | +43.2% |
| All | +46.3% | -95.6% | +141.8% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling