+63.8%
XRT vs TSLQ
-97.8%
+161.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.8% |
| 7D | +1.7% | -16.8% | +18.6% | +0.1% |
| 30D | +7.5% | -18.0% | +25.5% | +6.1% |
| 3M | +2.2% | -34.5% | +36.7% | -0.9% |
| 6M | +14.7% | -8.9% | +23.6% | +16.6% |
| YTD | +7.5% | -19.0% | +26.5% | +9.3% |
| 1Y | +14.1% | -38.2% | +52.3% | +13.2% |
| 3Y | +58.8% | -96.9% | +155.7% | +32.3% |
| All | +63.8% | -97.8% | +161.6% | +46.7% |
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 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