-56.1%
TSLL vs Q
+66.4%
-122.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.3% | +2.3% | +4.6% |
| 7D | -21.2% | +0.3% | -21.5% | -20.6% |
| 30D | -13.3% | -9.8% | -3.5% | -7.2% |
| 3M | +15.4% | -12.2% | +27.6% | +24.0% |
| 6M | -34.2% | -21.6% | -12.6% | -24.2% |
| YTD | -52.9% | +43.6% | -96.5% | -57.4% |
| 1Y | -54.3% | +25.7% | -80.0% | -54.8% |
| All | -56.1% | +66.4% | -122.5% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling