-49.1%
TSLL vs QLD
+216.5%
-265.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -9.1% |
| 7D | -9.4% | -9.4% | 0.0% | +3.6% |
| 30D | +1.6% | -17.1% | +18.6% | +33.2% |
| 3M | +29.4% | -10.4% | +39.8% | +52.0% |
| 6M | -20.1% | +0.7% | -20.9% | -18.7% |
| YTD | -44.5% | +17.7% | -62.2% | -55.3% |
| 1Y | -46.0% | +14.7% | -60.7% | -54.3% |
| 3Y | -4.3% | +169.6% | -173.9% | -63.5% |
| All | -49.1% | +216.5% | -265.6% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling