-35.3%
TSLL vs QLD
+178.0%
-213.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.4% |
| 7D | +1.9% | +0.6% | +1.3% | +1.2% |
| 30D | +17.8% | -0.1% | +17.9% | +18.6% |
| 3M | -37.0% | -8.4% | -28.6% | -24.3% |
| 6M | -37.7% | +32.2% | -69.9% | -60.8% |
| YTD | -51.4% | +28.9% | -80.3% | -68.1% |
| 1Y | -23.4% | +43.8% | -67.2% | -57.7% |
| All | -35.3% | +178.0% | -213.3% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling