-6.4%
TSLL vs QSR
+21.7%
-28.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +17.8% | -2.9% | +20.8% | +17.8% |
| 30D | +8.2% | +4.1% | +4.1% | +7.9% |
| 3M | +20.9% | -0.7% | +21.5% | +20.9% |
| 6M | -37.5% | +0.4% | -37.9% | -37.3% |
| YTD | -44.5% | +13.5% | -58.0% | -46.2% |
| 1Y | -33.0% | +11.0% | -43.9% | -34.6% |
| 3Y | -6.4% | +22.0% | -28.4% | -7.5% |
| All | -6.4% | +21.7% | -28.1% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling