+12.2%
TSLL vs QQQI
+56.3%
-44.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | +1.5% |
| 7D | -7.3% | -1.0% | -6.3% | -3.3% |
| 30D | +15.8% | -0.6% | +16.3% | +19.5% |
| 3M | -19.5% | +3.4% | -22.8% | -26.3% |
| 6M | -32.1% | +10.6% | -42.7% | -52.3% |
| YTD | -48.9% | +10.3% | -59.2% | -63.5% |
| 1Y | -23.4% | +16.3% | -39.7% | -55.1% |
| All | +12.2% | +56.3% | -44.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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