+43.8%
QLD vs TLN
-17.2%
+61.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | -1.0% |
| 7D | +0.6% | +7.1% | -6.5% | -1.9% |
| 30D | -0.1% | -3.9% | +3.8% | +0.9% |
| 3M | -8.4% | -16.2% | +7.8% | -3.2% |
| 6M | +32.2% | -5.8% | +38.0% | +33.3% |
| YTD | +28.9% | -15.4% | +44.3% | +32.0% |
| 1Y | +43.8% | -16.7% | +60.5% | +53.8% |
| All | +43.8% | -17.2% | +61.0% | +53.8% |
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