+151.1%
QLD vs TLN
+630.2%
-479.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.5% | 0.0% |
| 7D | -10.3% | -1.3% | -9.0% | -10.1% |
| 30D | -26.1% | -10.5% | -15.6% | -23.3% |
| 3M | -17.8% | +0.1% | -17.8% | -18.7% |
| 6M | -15.6% | -17.4% | +1.8% | -11.2% |
| YTD | +5.4% | -9.7% | +15.0% | +5.1% |
| 1Y | +5.2% | -12.3% | +17.5% | +5.8% |
| 3Y | +139.4% | +528.3% | -388.8% | +20.3% |
| All | +151.1% | +630.2% | -479.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling