+165.0%
QLD vs TLN
+678.8%
-513.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.8% | +1.1% | -4.9% | -4.3% |
| 30D | -20.5% | -4.6% | -16.0% | -19.4% |
| 3M | -14.6% | +5.2% | -19.9% | -17.1% |
| 6M | -14.7% | -6.5% | -8.1% | -14.1% |
| YTD | +11.2% | -3.6% | +14.8% | +8.4% |
| 1Y | +7.1% | -8.2% | +15.3% | +6.0% |
| 3Y | +141.1% | +559.7% | -418.6% | +19.1% |
| All | +165.0% | +678.8% | -513.9% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling