+12.7%
QLD vs TLN
-1.4%
+14.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.2% | +2.9% |
| 7D | -1.2% | +15.9% | -17.1% | -5.9% |
| 30D | -15.7% | -0.3% | -15.4% | -16.0% |
| 3M | -10.0% | +5.8% | -15.9% | -12.6% |
| 6M | -11.2% | -1.2% | -10.0% | -12.5% |
| YTD | +16.4% | +1.0% | +15.3% | +10.8% |
| 1Y | +12.7% | +1.1% | +11.6% | +7.2% |
| All | +12.7% | -1.4% | +14.1% | +7.2% |
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