-48.9%
TSLL vs QID
-81.8%
+32.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.6% | +10.4% | -1.2% |
| 7D | +0.5% | -1.1% | +1.6% | +4.2% |
| 30D | +2.7% | +14.4% | -11.7% | +34.7% |
| 3M | +26.3% | +6.7% | +19.6% | +52.9% |
| 6M | -37.2% | +2.6% | -39.8% | -17.9% |
| YTD | -44.2% | -24.2% | -20.0% | -50.3% |
| 1Y | -44.0% | -22.3% | -21.7% | -46.7% |
| 3Y | 0.0% | -72.0% | +72.1% | -46.9% |
| All | -48.9% | -81.8% | +32.9% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling