-55.4%
TSLL vs QS
-55.4%
0.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.4% | -12.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.9% |
| 30D | +17.8% | -0.7% | +18.5% | +18.2% |
| 3M | -37.0% | -39.6% | +2.6% | -21.2% |
| 6M | -37.7% | -21.7% | -16.0% | -29.8% |
| YTD | -51.4% | -47.4% | -4.0% | -37.0% |
| 1Y | -23.4% | -28.4% | +5.0% | -19.0% |
| 3Y | -30.8% | -22.6% | -8.2% | -44.4% |
| All | -55.4% | -55.4% | 0.0% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling