+182.6%
XME vs TSLQ
-97.2%
+279.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.4% |
| 7D | -3.0% | +5.7% | -8.7% | -2.3% |
| 30D | -2.6% | -21.1% | +18.5% | -4.8% |
| 3M | +2.2% | -11.5% | +13.7% | +2.7% |
| 6M | +0.7% | -14.9% | +15.6% | +2.5% |
| YTD | +10.9% | +2.4% | +8.5% | +15.9% |
| 1Y | +35.7% | -49.8% | +85.5% | +33.5% |
| 3Y | +127.1% | -95.8% | +222.9% | +97.0% |
| All | +182.6% | -97.2% | +279.8% | +160.1% |
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