+146.0%
QLD vs TSLQ
-97.0%
+243.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -1.5% |
| 7D | +7.0% | -16.8% | +23.8% | +2.7% |
| 30D | -14.3% | -18.0% | +3.6% | -16.4% |
| 3M | -16.0% | -34.5% | +18.5% | -21.2% |
| 6M | -14.2% | -8.9% | -5.3% | -8.4% |
| YTD | +12.8% | -19.0% | +31.8% | +21.0% |
| 1Y | +14.1% | -38.2% | +52.3% | +16.2% |
| 3Y | +146.0% | -96.9% | +242.9% | +95.2% |
| All | +146.0% | -97.0% | +243.0% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling