+15.4%
TSLL vs QID
+16.1%
-0.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.2% | +5.1% |
| 7D | -21.2% | +9.4% | -30.6% | -7.3% |
| 30D | -13.3% | +31.2% | -44.5% | +33.4% |
| 3M | +15.4% | +17.4% | -2.0% | +55.9% |
| All | +15.4% | +16.1% | -0.7% | +55.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling