-33.0%
TSLL vs QID
-20.9%
-12.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | 0.0% |
| 7D | +17.8% | -7.1% | +25.0% | +7.5% |
| 30D | +8.2% | +12.6% | -4.4% | +36.5% |
| 3M | +20.9% | +14.2% | +6.6% | +59.5% |
| 6M | -37.5% | +6.2% | -43.7% | -15.5% |
| YTD | -44.5% | -21.8% | -22.7% | -45.8% |
| 1Y | -33.0% | -23.1% | -9.8% | -34.7% |
| All | -33.0% | -20.9% | -12.1% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling