-54.7%
TSLL vs Q
+71.3%
-126.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.5% | -12.8% |
| 7D | +1.9% | +0.2% | +1.7% | +1.7% |
| 30D | +17.8% | -11.1% | +28.9% | +24.5% |
| 3M | -37.0% | -22.1% | -14.9% | -27.8% |
| 6M | -37.7% | +0.5% | -38.2% | -37.9% |
| YTD | -51.4% | +47.8% | -99.2% | -57.2% |
| All | -54.7% | +71.3% | -126.0% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling