-51.9%
TSLL vs QSR
+51.4%
-103.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.2% | +8.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +21.7% | +5.9% | +15.8% | +20.0% |
| 3M | -28.2% | +10.5% | -38.7% | -30.4% |
| 6M | -29.5% | +7.7% | -37.2% | -31.6% |
| YTD | -47.5% | +16.8% | -64.3% | -50.8% |
| 1Y | -20.8% | +30.9% | -51.7% | -29.4% |
| 3Y | -26.7% | +28.2% | -54.9% | -37.5% |
| All | -51.9% | +51.4% | -103.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling