+14.7%
QLD vs TYL
-10.1%
+24.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +2.6% |
| 7D | -9.4% | +17.3% | -26.7% | -6.9% |
| 30D | -17.1% | +28.9% | -46.0% | -13.8% |
| 3M | -10.4% | +35.1% | -45.5% | -6.2% |
| 6M | +0.7% | +29.3% | -28.6% | +6.9% |
| YTD | +17.7% | -6.8% | +24.5% | +25.1% |
| 1Y | +14.7% | -9.9% | +24.6% | +20.4% |
| All | +14.7% | -10.1% | +24.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling