-35.3%
TSLL vs QID
-73.9%
+38.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -12.5% |
| 7D | +1.9% | -0.6% | +2.5% | +1.3% |
| 30D | +17.8% | 0.0% | +17.8% | +19.5% |
| 3M | -37.0% | +3.7% | -40.7% | -22.4% |
| 6M | -37.7% | -29.9% | -7.8% | -58.9% |
| YTD | -51.4% | -28.8% | -22.6% | -66.1% |
| 1Y | -23.4% | -37.2% | +13.8% | -53.5% |
| All | -35.3% | -73.9% | +38.6% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling