+57.3%
XRT vs TSLQ
-97.0%
+154.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.0% | -11.0% | +2.1% |
| 7D | +0.8% | -5.8% | +6.6% | +0.4% |
| 30D | -4.2% | -22.1% | +17.9% | -6.1% |
| 3M | +5.1% | +10.1% | -5.0% | +7.8% |
| 6M | +2.4% | -6.8% | +9.2% | +4.2% |
| YTD | +3.2% | +8.5% | -5.3% | +7.1% |
| 1Y | +1.5% | -49.7% | +51.2% | -1.2% |
| 3Y | +40.6% | -95.6% | +136.2% | +21.9% |
| All | +57.3% | -97.0% | +154.3% | +43.8% |
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