+195.3%
XME vs TSLQ
-97.3%
+292.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.0% | +9.1% | +0.2% |
| 7D | +3.6% | -8.6% | +12.2% | +2.7% |
| 30D | +3.6% | -24.9% | +28.5% | +0.7% |
| 3M | +1.2% | -1.5% | +2.7% | +3.2% |
| 6M | +9.0% | -18.1% | +27.1% | +10.5% |
| YTD | +15.9% | -0.1% | +16.0% | +20.7% |
| 1Y | +43.2% | -51.4% | +94.6% | +40.3% |
| 3Y | +137.4% | -95.9% | +233.3% | +105.2% |
| All | +195.3% | -97.3% | +292.6% | +171.0% |
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