-86.2%
QID vs TSLQ
-97.2%
+11.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +1.3% | -6.6% | +7.9% | +3.0% |
| 30D | +2.9% | -24.3% | +27.2% | +9.7% |
| 3M | -0.7% | -3.6% | +2.9% | -2.7% |
| 6M | -29.7% | -12.0% | -17.7% | -30.5% |
| YTD | -27.9% | +1.4% | -29.2% | -31.8% |
| 1Y | -34.6% | -43.6% | +9.0% | -29.9% |
| 3Y | -73.5% | -95.4% | +21.9% | -59.3% |
| All | -86.2% | -97.2% | +11.0% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling