+95.5%
QQQ vs TLN
+710.8%
-615.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.7% |
| 7D | +3.6% | +11.0% | -7.4% | +1.6% |
| 30D | -6.7% | +4.9% | -11.6% | -7.8% |
| 3M | -7.0% | +4.9% | -11.9% | -8.5% |
| 6M | -4.7% | +7.1% | -11.8% | -7.0% |
| YTD | +11.1% | +0.3% | +10.7% | +8.3% |
| 1Y | +12.3% | +5.9% | +6.4% | +8.2% |
| 3Y | +83.3% | +578.5% | -495.2% | +26.3% |
| All | +95.5% | +710.8% | -615.3% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling