-86.3%
QID vs TSLQ
-97.3%
+10.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.0% | +8.2% | +2.4% |
| 7D | -2.7% | -8.6% | +5.8% | -0.9% |
| 30D | +1.8% | -24.9% | +26.7% | +8.7% |
| 3M | -2.2% | -1.5% | -0.6% | -4.7% |
| 6M | -32.1% | -18.1% | -14.1% | -31.6% |
| YTD | -28.6% | -0.1% | -28.5% | -32.3% |
| 1Y | -36.3% | -51.4% | +15.0% | -29.2% |
| 3Y | -74.4% | -95.9% | +21.5% | -58.5% |
| All | -86.3% | -97.3% | +10.9% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling