+1,631.1%
QLD vs TYL
+116.1%
+1,515.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +3.5% |
| 7D | +0.6% | -3.7% | +4.2% | +3.4% |
| 30D | -0.1% | +18.7% | -18.9% | -13.8% |
| 3M | -8.4% | +18.1% | -26.5% | -24.1% |
| 6M | +32.2% | -1.1% | +33.3% | +24.3% |
| YTD | +28.9% | -19.8% | +48.7% | +41.9% |
| 1Y | +43.8% | -34.3% | +78.2% | +89.0% |
| 3Y | +176.6% | -8.2% | +184.8% | +144.4% |
| 5Y | +121.6% | -25.4% | +147.0% | +149.7% |
| All | +1,631.1% | +116.1% | +1,515.0% | +732.6% |
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