+177.3%
QLD vs TLN
+716.6%
-539.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.2% | +2.9% |
| 7D | -1.2% | +15.9% | -17.1% | -6.2% |
| 30D | -15.7% | -0.3% | -15.4% | -15.8% |
| 3M | -10.0% | +5.8% | -15.9% | -12.8% |
| 6M | -11.2% | -1.2% | -10.0% | -12.4% |
| YTD | +16.4% | +1.0% | +15.3% | +11.5% |
| 1Y | +12.7% | +1.1% | +11.6% | +7.6% |
| 3Y | +152.3% | +591.7% | -439.4% | +22.5% |
| All | +177.3% | +716.6% | -539.4% | +33.0% |
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 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