+247.3%
QLD vs TSLQ
-97.3%
+344.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.4% | +10.9% | +0.2% |
| 7D | -10.3% | +19.7% | -30.0% | -4.5% |
| 30D | -26.1% | +4.1% | -30.2% | -23.5% |
| 3M | -17.8% | -30.9% | +13.1% | -22.5% |
| 6M | -15.6% | -13.6% | -1.9% | -10.4% |
| YTD | +5.4% | -2.6% | +8.0% | +19.4% |
| 1Y | +5.2% | -10.4% | +15.7% | +18.5% |
| 3Y | +139.4% | -96.4% | +235.8% | +71.7% |
| All | +247.3% | -97.3% | +344.6% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling