+91.3%
XOP vs TSLQ
-97.2%
+188.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +2.6% | -6.6% | +9.2% | +2.2% |
| 30D | +9.6% | -24.3% | +33.9% | +7.9% |
| 3M | +20.4% | -3.6% | +24.0% | +21.2% |
| 6M | +19.9% | -12.0% | +31.9% | +20.6% |
| YTD | +56.4% | +1.4% | +55.0% | +59.8% |
| 1Y | +52.4% | -43.6% | +96.0% | +49.8% |
| 3Y | +39.9% | -95.4% | +135.3% | +25.8% |
| All | +91.3% | -97.2% | +188.5% | +76.3% |
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