-60.3%
TSLL vs QID
-79.2%
+19.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +12.7% | -34.6% | -2.8% |
| 7D | -28.9% | +20.2% | -49.1% | -2.8% |
| 30D | -21.4% | +35.3% | -56.7% | +30.9% |
| 3M | +5.0% | +21.3% | -16.4% | +52.2% |
| 6M | -36.6% | +6.7% | -43.3% | -12.7% |
| YTD | -56.6% | -13.6% | -43.1% | -53.6% |
| 1Y | -60.9% | -11.0% | -49.9% | -54.6% |
| 3Y | -25.2% | -69.8% | +44.6% | -55.0% |
| All | -60.3% | -79.2% | +19.0% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling