-75.9%
QID vs TLN
+571.8%
-647.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.9% | +1.4% |
| 7D | +2.7% | +2.0% | +0.8% | +3.5% |
| 30D | +3.3% | -12.9% | +16.3% | -1.3% |
| 3M | -5.5% | -7.4% | +1.9% | -6.3% |
| 6M | -28.4% | -6.0% | -22.4% | -27.1% |
| YTD | -26.6% | -16.9% | -9.7% | -27.4% |
| 1Y | -34.1% | -22.6% | -11.5% | -35.5% |
| 3Y | -73.7% | +469.0% | -542.7% | -43.5% |
| All | -75.9% | +571.8% | -647.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TLN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling