-48.4%
TSLL vs Q
+30.6%
-79.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.7% |
| 7D | -11.0% | +4.0% | -15.0% | -12.2% |
| 30D | -5.3% | -2.3% | -3.0% | -3.3% |
| 3M | +20.8% | -7.9% | +28.7% | +26.1% |
| 6M | -36.0% | -16.0% | -20.0% | -29.1% |
| YTD | -47.3% | +51.7% | -99.0% | -52.6% |
| 1Y | -48.4% | +28.3% | -76.8% | -50.6% |
| All | -48.4% | +30.6% | -79.0% | -50.6% |
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