-47.2%
TSLL vs QS
-68.4%
+21.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.8% | +11.2% | +6.6% |
| 7D | +33.0% | -5.6% | +38.6% | +35.8% |
| 30D | +7.7% | -5.8% | +13.5% | +9.8% |
| 3M | +34.7% | -39.2% | +73.9% | +65.0% |
| 6M | -31.5% | -53.9% | +22.4% | -4.7% |
| YTD | -42.4% | -62.8% | +20.4% | -14.3% |
| 1Y | -39.7% | -73.5% | +33.8% | +1.7% |
| 3Y | +3.4% | -29.1% | +32.5% | -16.0% |
| All | -47.2% | -68.4% | +21.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling