-70.7%
QID vs TLN
+567.0%
-637.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.1% |
| 7D | +1.8% | +1.1% | +0.7% | +2.8% |
| 30D | +21.6% | -4.6% | +26.2% | +21.1% |
| 3M | +12.6% | +5.2% | +7.4% | +17.4% |
| 6M | +6.9% | -6.5% | +13.4% | +9.4% |
| YTD | -20.5% | -3.6% | -16.9% | -15.5% |
| 1Y | -18.1% | -8.2% | -9.8% | -13.8% |
| 3Y | -70.7% | +559.7% | -630.4% | -41.9% |
| All | -70.7% | +567.0% | -637.7% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling