+154.7%
QLD vs TLN
+563.3%
-408.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.2% | -0.4% | +4.2% |
| 7D | -1.4% | +9.1% | -10.5% | -4.7% |
| 30D | -19.6% | -4.1% | -15.5% | -18.6% |
| 3M | -14.1% | +4.4% | -18.6% | -16.4% |
| 6M | -13.6% | -6.0% | -7.6% | -13.2% |
| YTD | +12.5% | -3.1% | +15.7% | +9.5% |
| 1Y | +13.1% | -6.1% | +19.2% | +11.0% |
| 3Y | +154.7% | +575.3% | -420.6% | +40.9% |
| All | +154.7% | +563.3% | -408.5% | +40.9% |
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