-60.3%
TSLL vs QLD
+176.2%
-236.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.7% | -9.2% | -2.7% |
| 7D | -28.9% | -18.6% | -10.3% | -3.0% |
| 30D | -21.4% | -28.3% | +6.8% | +30.2% |
| 3M | +5.0% | -20.4% | +25.4% | +49.3% |
| 6M | -36.6% | -14.3% | -22.3% | -16.2% |
| YTD | -56.6% | +2.8% | -59.4% | -56.5% |
| 1Y | -60.9% | -1.2% | -59.6% | -57.9% |
| 3Y | -25.2% | +135.3% | -160.5% | -64.5% |
| All | -60.3% | +176.2% | -236.5% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling