-18.4%
TSLL vs QS
-30.4%
+12.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.1% | +4.5% | +7.0% |
| 7D | -21.2% | +5.4% | -26.6% | -22.6% |
| 30D | -13.3% | -5.3% | -8.0% | -11.7% |
| 3M | +15.4% | -22.6% | +38.0% | +27.3% |
| 6M | -34.2% | -46.2% | +11.9% | -15.8% |
| YTD | -52.9% | -58.9% | +6.0% | -34.8% |
| 1Y | -54.3% | -73.1% | +18.7% | -27.8% |
| 3Y | -18.4% | -27.2% | +8.8% | -27.5% |
| All | -18.4% | -30.4% | +12.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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