+63.2%
XRT vs TSLQ
-97.9%
+161.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -2.2% |
| 7D | -0.4% | -26.6% | +26.1% | -3.1% |
| 30D | +7.5% | -17.5% | +25.0% | +6.1% |
| 3M | +2.3% | -41.7% | +44.0% | -1.8% |
| 6M | +12.8% | -16.9% | +29.8% | +13.8% |
| YTD | +7.1% | -21.9% | +29.0% | +8.5% |
| 1Y | +12.3% | -32.5% | +44.8% | +12.6% |
| 3Y | +57.0% | -97.2% | +154.2% | +29.2% |
| All | +63.2% | -97.9% | +161.0% | +45.6% |
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