+112.3%
QQQ vs TSLL
-58.7%
+171.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.6% | -7.2% | +0.3% |
| 7D | -5.0% | -21.2% | +16.2% | -2.4% |
| 30D | -13.4% | -13.3% | -0.1% | -12.3% |
| 3M | -8.1% | +15.4% | -23.5% | -10.6% |
| 6M | -5.5% | -34.2% | +28.7% | -3.3% |
| YTD | +7.2% | -52.9% | +60.1% | +13.0% |
| 1Y | +7.8% | -54.3% | +62.1% | +13.4% |
| 3Y | +80.7% | -18.4% | +99.1% | +52.8% |
| All | +112.3% | -58.7% | +171.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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