+146.0%
QLD vs TLN
+580.6%
-434.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.4% |
| 7D | +7.0% | +11.0% | -4.0% | +3.0% |
| 30D | -14.3% | +4.9% | -19.2% | -16.0% |
| 3M | -16.0% | +4.9% | -20.9% | -18.3% |
| 6M | -14.2% | +7.1% | -21.4% | -17.7% |
| YTD | +12.8% | +0.3% | +12.4% | +8.3% |
| 1Y | +14.1% | +5.9% | +8.2% | +7.0% |
| 3Y | +146.0% | +578.5% | -432.5% | +38.4% |
| All | +146.0% | +580.6% | -434.6% | +38.4% |
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