-49.1%
TSLL vs QID
-81.2%
+32.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | +0.2% |
| 7D | +17.8% | -7.1% | +25.0% | +6.8% |
| 30D | +8.2% | +12.6% | -4.4% | +38.5% |
| 3M | +20.9% | +14.2% | +6.6% | +62.2% |
| 6M | -37.5% | +6.2% | -43.7% | -14.1% |
| YTD | -44.5% | -21.8% | -22.7% | -48.1% |
| 1Y | -33.0% | -23.1% | -9.8% | -37.8% |
| 3Y | -6.4% | -71.3% | +65.0% | -48.2% |
| All | -49.1% | -81.2% | +32.1% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling