+362.1%
IONQ vs TSLL
-62.0%
+424.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -21.9% | +11.4% | -2.4% |
| 7D | -16.7% | -28.9% | +12.2% | -6.0% |
| 30D | -38.9% | -21.4% | -17.5% | -33.8% |
| 3M | -33.8% | +5.0% | -38.8% | -36.5% |
| 6M | -44.9% | -36.6% | -8.4% | -38.2% |
| YTD | -41.1% | -56.6% | +15.6% | -25.2% |
| 1Y | -52.3% | -60.9% | +8.6% | -37.8% |
| 3Y | +128.2% | -25.2% | +153.5% | +74.2% |
| All | +362.1% | -62.0% | +424.1% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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