+132.3%
QQQ vs TSLL
-57.4%
+189.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.8% | +12.0% | +1.6% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +0.2% | +17.8% | -17.5% | -2.2% |
| 3M | -2.8% | -37.0% | +34.2% | +0.8% |
| 6M | +18.0% | -37.7% | +55.7% | +21.6% |
| YTD | +17.3% | -51.4% | +68.7% | +23.9% |
| 1Y | +25.6% | -23.4% | +49.0% | +23.8% |
| 3Y | +93.7% | -30.8% | +124.5% | +68.1% |
| All | +132.3% | -57.4% | +189.7% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling