+127.4%
XOM vs TSLQ
-97.3%
+224.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | 0.0% | -8.0% | +8.0% | 0.0% |
| 30D | +3.4% | -23.8% | +27.2% | +3.2% |
| 3M | +11.0% | -7.0% | +18.0% | +11.1% |
| 6M | +10.6% | -17.1% | +27.7% | +10.6% |
| YTD | +39.2% | +0.1% | +39.2% | +40.0% |
| 1Y | +52.7% | -51.2% | +103.9% | +51.3% |
| 3Y | +56.8% | -95.9% | +152.7% | +51.7% |
| All | +127.4% | -97.3% | +224.6% | +127.1% |
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 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