-52.1%
TSLL vs QID
-81.1%
+29.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -6.8% | +17.8% | +0.6% |
| 7D | -14.3% | -0.8% | -13.5% | -11.1% |
| 30D | -6.2% | +20.1% | -26.2% | +32.1% |
| 3M | +21.2% | +11.8% | +9.4% | +57.0% |
| 6M | -36.6% | +5.5% | -42.1% | -13.7% |
| YTD | -47.8% | -21.5% | -26.2% | -51.1% |
| 1Y | -45.2% | -22.6% | -22.6% | -48.2% |
| 3Y | -3.3% | -72.3% | +69.0% | -48.6% |
| All | -52.1% | -81.1% | +29.0% | -77.9% |
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