-22.0%
QID vs TLN
+3.1%
-25.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +1.3% |
| 7D | -11.8% | +22.3% | -34.1% | -5.0% |
| 30D | +14.2% | +1.2% | +13.0% | +16.5% |
| 3M | +8.8% | +5.9% | +2.9% | +13.6% |
| 6M | +1.5% | +3.2% | -1.7% | +7.6% |
| YTD | -23.8% | +3.2% | -26.9% | -16.2% |
| 1Y | -22.0% | +5.2% | -27.2% | -13.0% |
| All | -22.0% | +3.1% | -25.1% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling