+7,256.1%
QLD vs TYL
+4,078.3%
+3,177.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.7% | -14.4% | -14.0% |
| 7D | -18.6% | +15.1% | -33.7% | -27.6% |
| 30D | -28.3% | +30.1% | -58.3% | -42.7% |
| 3M | -20.4% | +40.4% | -60.8% | -41.2% |
| 6M | -14.3% | +31.3% | -45.6% | -37.0% |
| YTD | +2.8% | -5.2% | +8.0% | -5.7% |
| 1Y | -1.2% | -6.6% | +5.4% | -8.7% |
| 3Y | +135.3% | +3.4% | +131.9% | +91.1% |
| 5Y | +62.6% | -19.3% | +81.8% | +69.2% |
| 10Y | +1,384.3% | +178.1% | +1,206.2% | +490.4% |
| All | +7,256.1% | +4,078.3% | +3,177.8% | +190.9% |
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