-73.0%
QID vs TSLQ
-95.5%
+22.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.7% |
| 7D | +2.7% | +5.7% | -2.9% | +1.0% |
| 30D | +3.3% | -21.1% | +24.4% | +8.3% |
| 3M | -5.5% | -11.5% | +6.0% | -5.2% |
| 6M | -28.4% | -14.9% | -13.5% | -28.4% |
| YTD | -26.6% | +2.4% | -29.0% | -30.2% |
| 1Y | -34.1% | -49.8% | +15.6% | -28.1% |
| All | -73.0% | -95.5% | +22.5% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling