+7,443.4%
QLD vs TYL
+3,983.1%
+3,460.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +4.3% |
| 7D | -10.3% | +6.7% | -16.9% | -15.0% |
| 30D | -26.1% | +26.5% | -52.6% | -39.7% |
| 3M | -17.8% | +37.3% | -55.0% | -38.3% |
| 6M | -15.6% | +31.2% | -46.7% | -38.0% |
| YTD | +5.4% | -7.4% | +12.7% | -1.6% |
| 1Y | +5.2% | -9.6% | +14.8% | -0.3% |
| 3Y | +139.4% | +1.9% | +137.6% | +96.3% |
| 5Y | +66.7% | -21.1% | +87.8% | +76.5% |
| 10Y | +1,422.1% | +171.8% | +1,250.3% | +515.8% |
| All | +7,443.4% | +3,983.1% | +3,460.3% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling