+133.5%
QLD vs TYL
+5.0%
+128.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.7% | -14.4% | -13.0% |
| 7D | -18.6% | +15.1% | -33.7% | -20.4% |
| 30D | -28.3% | +30.1% | -58.3% | -31.7% |
| 3M | -20.4% | +40.4% | -60.8% | -25.7% |
| 6M | -14.3% | +31.3% | -45.6% | -19.3% |
| YTD | +2.8% | -5.2% | +8.0% | +11.8% |
| 1Y | -1.2% | -6.6% | +5.4% | +7.9% |
| All | +133.5% | +5.0% | +128.5% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling