+24.7%
QQQ vs TSLL
-24.5%
+49.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -1.1% |
| 7D | +1.5% | +5.8% | -4.3% | +0.5% |
| 30D | -0.6% | +21.7% | -22.3% | -3.9% |
| 3M | +0.4% | -28.2% | +28.7% | +2.8% |
| 6M | +20.1% | -29.5% | +49.5% | +22.0% |
| YTD | +17.2% | -47.5% | +64.8% | +22.4% |
| 1Y | +24.7% | -20.8% | +45.5% | +27.5% |
| All | +24.7% | -24.5% | +49.2% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling