+120.0%
QQQ vs TSLL
-51.4%
+171.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.7% |
| 7D | +3.6% | +17.8% | -14.2% | +1.5% |
| 30D | -6.7% | +8.2% | -15.0% | -8.1% |
| 3M | -7.0% | +20.9% | -27.9% | -10.1% |
| 6M | -4.7% | -37.5% | +32.8% | -1.8% |
| YTD | +11.1% | -44.5% | +55.6% | +14.7% |
| 1Y | +12.3% | -33.0% | +45.2% | +13.0% |
| 3Y | +83.3% | -6.4% | +89.7% | +52.6% |
| All | +120.0% | -51.4% | +171.3% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling