+129.8%
XOM vs TSLQ
-97.2%
+227.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +4.1% | -6.6% | +10.7% | +4.0% |
| 30D | +4.6% | -24.3% | +28.9% | +4.3% |
| 3M | +14.0% | -3.6% | +17.6% | +14.1% |
| 6M | +11.0% | -12.0% | +22.9% | +11.1% |
| YTD | +40.7% | +1.4% | +39.3% | +41.5% |
| 1Y | +52.3% | -43.6% | +95.9% | +51.4% |
| 3Y | +60.5% | -95.4% | +155.9% | +55.9% |
| All | +129.8% | -97.2% | +227.0% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling