+270.9%
QLD vs TSLQ
-97.6%
+368.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -11.1% | +17.9% | +3.8% |
| 7D | -1.4% | +8.5% | -9.9% | +2.5% |
| 30D | -19.6% | -4.8% | -14.8% | -18.6% |
| 3M | -14.1% | -34.9% | +20.7% | -20.2% |
| 6M | -13.6% | -10.6% | -3.0% | -7.5% |
| YTD | +12.5% | -13.4% | +25.9% | +23.9% |
| 1Y | +13.1% | -25.9% | +39.0% | +21.4% |
| 3Y | +154.7% | -96.9% | +251.6% | +73.7% |
| All | +270.9% | -97.6% | +368.5% | +195.5% |
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