-33.0%
TSLL vs Q
+29.7%
-62.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -1.5% |
| 7D | +17.8% | +1.2% | +16.7% | +17.2% |
| 30D | +8.2% | -2.7% | +10.9% | +11.0% |
| 3M | +20.9% | -16.9% | +37.8% | +33.9% |
| 6M | -37.5% | -26.9% | -10.6% | -26.2% |
| YTD | -44.5% | +45.2% | -89.7% | -43.7% |
| 1Y | -33.0% | +38.1% | -71.1% | -32.9% |
| All | -33.0% | +29.7% | -62.6% | -32.9% |
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