+52.0%
XYL vs TSLQ
-97.3%
+149.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.0% | +10.9% | +2.4% |
| 7D | +1.8% | -8.6% | +10.4% | +1.3% |
| 30D | -9.2% | -24.9% | +15.7% | -10.6% |
| 3M | -0.3% | -1.5% | +1.2% | +0.8% |
| 6M | -11.0% | -18.1% | +7.1% | -10.6% |
| YTD | -19.2% | -0.1% | -19.1% | -17.5% |
| 1Y | -21.2% | -51.4% | +30.2% | -22.9% |
| 3Y | +18.6% | -95.9% | +114.5% | +6.7% |
| All | +52.0% | -97.3% | +149.3% | +48.3% |
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