+133.5%
QLD vs TLN
+496.7%
-363.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.2% | -9.5% | -11.6% |
| 7D | -18.6% | -9.4% | -9.2% | -15.8% |
| 30D | -28.3% | -15.2% | -13.0% | -24.1% |
| 3M | -20.4% | -4.1% | -16.3% | -20.1% |
| 6M | -14.3% | -17.8% | +3.6% | -9.6% |
| YTD | +2.8% | -15.6% | +18.4% | +5.1% |
| 1Y | -1.2% | -21.6% | +20.4% | +3.6% |
| All | +133.5% | +496.7% | -363.1% | +32.9% |
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