-59.6%
TSLL vs Q
+56.5%
-116.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.4% | -14.5% | -17.3% |
| 7D | -28.9% | -10.3% | -18.6% | -23.4% |
| 30D | -21.4% | -17.7% | -3.8% | -11.2% |
| 3M | +5.0% | -18.8% | +23.8% | +18.3% |
| 6M | -36.6% | -24.8% | -11.8% | -24.8% |
| YTD | -56.6% | +35.0% | -91.7% | -59.3% |
| 1Y | -60.9% | +10.7% | -71.6% | -57.9% |
| All | -59.6% | +56.5% | -116.1% | -58.1% |
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