+1,315.8%
QLD vs TYL
+174.9%
+1,140.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.7% | -14.4% | -14.0% |
| 7D | -18.6% | +15.1% | -33.7% | -27.5% |
| 30D | -28.3% | +30.1% | -58.3% | -42.7% |
| 3M | -20.4% | +40.4% | -60.8% | -41.3% |
| 6M | -14.3% | +31.3% | -45.6% | -37.1% |
| YTD | +2.8% | -5.2% | +8.0% | -3.3% |
| 1Y | -1.2% | -6.6% | +5.4% | -6.3% |
| 3Y | +135.3% | +3.4% | +131.9% | +88.2% |
| 5Y | +62.6% | -19.3% | +81.8% | +71.4% |
| All | +1,315.8% | +174.9% | +1,140.8% | +454.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling