-34.2%
TSLL vs QSR
-2.5%
-31.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.7% | +7.8% |
| 7D | -21.2% | +7.3% | -28.5% | -17.1% |
| 30D | -13.3% | +11.9% | -25.2% | -6.5% |
| 3M | +15.4% | +7.5% | +7.9% | +24.1% |
| 6M | -34.2% | +2.5% | -36.7% | -21.4% |
| All | -34.2% | -2.5% | -31.7% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling