-44.0%
TSLL vs Q
+28.9%
-72.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.3% |
| 7D | +0.5% | +6.6% | -6.1% | -2.4% |
| 30D | +2.7% | +2.7% | -0.1% | +1.8% |
| 3M | +26.3% | -8.4% | +34.7% | +32.1% |
| 6M | -37.2% | -17.3% | -19.9% | -30.2% |
| YTD | -44.2% | +55.3% | -99.5% | -50.5% |
| 1Y | -44.0% | +31.5% | -75.4% | -46.9% |
| All | -44.0% | +28.9% | -72.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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