+92.9%
QQQ vs TSLQ
-95.6%
+188.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.7% |
| 7D | -0.6% | -6.6% | +6.0% | -1.3% |
| 30D | -1.2% | -24.3% | +23.1% | -4.0% |
| 3M | -0.2% | -3.6% | +3.4% | +1.4% |
| 6M | +17.9% | -12.0% | +29.9% | +20.3% |
| YTD | +16.6% | +1.4% | +15.3% | +21.7% |
| 1Y | +23.0% | -43.6% | +66.5% | +22.0% |
| 3Y | +92.9% | -95.4% | +188.3% | +77.1% |
| All | +92.9% | -95.6% | +188.5% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling