+12.7%
QLD vs TSLQ
-27.2%
+39.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.8% | +10.4% | +2.8% |
| 7D | -1.2% | -7.3% | +6.1% | -1.6% |
| 30D | -15.7% | -13.2% | -2.5% | -17.0% |
| 3M | -10.0% | -37.6% | +27.6% | -18.1% |
| 6M | -11.2% | -9.3% | -1.9% | -4.4% |
| YTD | +16.4% | -19.1% | +35.4% | +23.6% |
| 1Y | +12.7% | -27.2% | +39.9% | +18.0% |
| All | +12.7% | -27.2% | +39.9% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling