+18.4%
XRT vs TSLQ
-17.8%
+36.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +5.8% |
| 7D | +8.0% | +9.8% | -1.8% | +8.5% |
| 30D | +13.0% | -6.0% | +19.1% | +12.8% |
| 3M | +1.7% | -35.0% | +36.7% | -0.3% |
| 6M | +12.6% | -24.9% | +37.5% | +12.3% |
| YTD | +10.7% | -12.7% | +23.3% | +11.3% |
| 1Y | +18.4% | -21.0% | +39.4% | +18.7% |
| All | +18.4% | -17.8% | +36.2% | +18.7% |
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