+86.4%
XOP vs TSLQ
-97.0%
+183.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.0% | -12.8% | -0.1% |
| 7D | +2.6% | -5.8% | +8.3% | +2.3% |
| 30D | +15.4% | -22.1% | +37.5% | +13.9% |
| 3M | +12.1% | +10.1% | +2.0% | +14.0% |
| 6M | +19.7% | -6.8% | +26.4% | +20.8% |
| YTD | +52.4% | +8.5% | +43.9% | +56.4% |
| 1Y | +47.6% | -49.7% | +97.3% | +43.4% |
| 3Y | +34.4% | -95.6% | +130.0% | +19.8% |
| All | +86.4% | -97.0% | +183.4% | +72.5% |
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