-54.3%
TSLL vs QLD
+1.8%
-56.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +5.0% |
| 7D | -21.2% | -10.3% | -10.9% | -6.9% |
| 30D | -13.3% | -26.1% | +12.8% | +34.9% |
| 3M | +15.4% | -17.8% | +33.1% | +54.4% |
| 6M | -34.2% | -15.6% | -18.7% | -11.8% |
| YTD | -52.9% | +5.4% | -58.3% | -53.2% |
| 1Y | -54.3% | +5.2% | -59.6% | -54.8% |
| All | -54.3% | +1.8% | -56.1% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling