-35.6%
QID vs TLN
-18.5%
-17.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | -0.2% |
| 7D | -1.9% | +5.8% | -7.8% | +0.1% |
| 30D | +1.7% | -6.9% | +8.6% | -0.4% |
| 3M | -3.9% | -10.9% | +7.0% | -5.8% |
| 6M | -30.0% | -4.6% | -25.4% | -28.6% |
| YTD | -28.2% | -14.7% | -13.5% | -27.9% |
| 1Y | -35.6% | -17.9% | -17.7% | -38.0% |
| All | -35.6% | -18.5% | -17.2% | -38.0% |
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