+41.9%
QLD vs TSLQ
-49.0%
+90.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.8% | -2.3% |
| 7D | +3.0% | -8.6% | +11.5% | +0.9% |
| 30D | -1.8% | -24.9% | +23.1% | -8.2% |
| 3M | -1.8% | -1.5% | -0.3% | +3.2% |
| 6M | +36.9% | -18.1% | +55.0% | +41.8% |
| YTD | +28.7% | -0.1% | +28.8% | +40.6% |
| 1Y | +41.9% | -51.4% | +93.3% | +48.9% |
| All | +41.9% | -49.0% | +90.9% | +48.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling