+590.9%
IONQ vs TSLL
-57.4%
+648.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.8% | +13.1% | +5.7% |
| 7D | +0.8% | +1.9% | -1.1% | -0.8% |
| 30D | -1.0% | +17.8% | -18.8% | -7.7% |
| 3M | -39.8% | -37.0% | -2.8% | -31.3% |
| 6M | +6.4% | -37.7% | +44.1% | +21.6% |
| YTD | -11.9% | -51.4% | +39.4% | +8.7% |
| 1Y | -6.2% | -23.4% | +17.2% | -4.1% |
| 3Y | +125.7% | -30.8% | +156.5% | +80.2% |
| All | +590.9% | -57.4% | +648.3% | +556.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling