-52.1%
TSLL vs QSR
+51.3%
-103.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.1% | +10.9% |
| 7D | -14.3% | +3.9% | -18.2% | -15.0% |
| 30D | -6.2% | +9.3% | -15.4% | -8.1% |
| 3M | +21.2% | +5.9% | +15.3% | +19.4% |
| 6M | -36.6% | -1.0% | -35.6% | -36.4% |
| YTD | -47.8% | +16.7% | -64.5% | -51.1% |
| 1Y | -45.2% | +18.6% | -63.8% | -49.1% |
| 3Y | -3.3% | +25.4% | -28.6% | -16.1% |
| All | -52.1% | +51.3% | -103.4% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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