-56.8%
TSLL vs QID
-79.8%
+22.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.2% | +4.8% |
| 7D | -21.2% | +9.4% | -30.6% | -6.3% |
| 30D | -13.3% | +31.2% | -44.5% | +38.4% |
| 3M | +15.4% | +17.4% | -2.0% | +59.7% |
| 6M | -34.2% | +8.4% | -42.6% | -7.3% |
| YTD | -52.9% | -15.8% | -37.1% | -51.4% |
| 1Y | -54.3% | -16.3% | -38.0% | -51.8% |
| 3Y | -18.4% | -70.4% | +52.0% | -52.3% |
| All | -56.8% | -79.8% | +22.9% | -78.0% |
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