+12.3%
QQQ vs TLN
+1.6%
+10.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.7% |
| 7D | +3.6% | +11.0% | -7.4% | +1.7% |
| 30D | -6.7% | +4.9% | -11.6% | -7.8% |
| 3M | -7.0% | +4.9% | -11.9% | -8.4% |
| 6M | -4.7% | +7.1% | -11.8% | -6.7% |
| YTD | +11.1% | +0.3% | +10.7% | +8.0% |
| 1Y | +12.3% | +5.9% | +6.4% | +8.0% |
| All | +12.3% | +1.6% | +10.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling