+119.8%
QQQ vs TSLL
-54.2%
+174.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.4% | +2.2% |
| 7D | -0.3% | -14.3% | +14.1% | +1.3% |
| 30D | -9.6% | -6.2% | -3.4% | -9.3% |
| 3M | -5.9% | +21.2% | -27.1% | -9.1% |
| 6M | -4.3% | -36.6% | +32.3% | -1.6% |
| YTD | +11.0% | -47.8% | +58.7% | +15.5% |
| 1Y | +11.9% | -45.2% | +57.2% | +15.3% |
| 3Y | +86.7% | -3.3% | +90.0% | +54.3% |
| All | +119.8% | -54.2% | +174.0% | +106.7% |
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