-44.7%
IONQ vs TSLQ
-17.8%
-26.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | +1.4% |
| 7D | -8.9% | +9.8% | -18.7% | -4.9% |
| 30D | -31.3% | -6.0% | -25.2% | -32.2% |
| 3M | -29.2% | -35.0% | +5.8% | -39.3% |
| 6M | -35.4% | -24.9% | -10.5% | -33.6% |
| YTD | -34.2% | -12.7% | -21.5% | -26.2% |
| 1Y | -44.7% | -21.0% | -23.7% | -37.8% |
| All | -44.7% | -17.8% | -26.9% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling