+144.9%
QLD vs TLN
+581.9%
-437.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | +135.3% | +497.6% | -362.2% | +20.4% |
| All | +144.9% | +581.9% | -437.0% | +25.5% |
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