+47.6%
XOP vs TSLQ
-50.5%
+98.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.0% | -12.8% | -1.0% |
| 7D | +2.6% | -5.8% | +8.3% | +2.6% |
| 30D | +15.4% | -22.1% | +37.5% | +15.8% |
| 3M | +12.1% | +10.1% | +2.0% | +11.5% |
| 6M | +19.7% | -6.8% | +26.4% | +19.8% |
| YTD | +52.4% | +8.5% | +43.9% | +53.6% |
| 1Y | +47.6% | -49.7% | +97.3% | +45.8% |
| All | +47.6% | -50.5% | +98.0% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling