+558.6%
QQQ vs TLT
-20.5%
+579.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -1.6% | +1.1% | -0.8% |
| 30D | -1.2% | -1.1% | -0.1% | -1.4% |
| 3M | -0.2% | -4.9% | +4.6% | -0.9% |
| 6M | +17.9% | -5.0% | +22.9% | +17.1% |
| YTD | +16.6% | -4.4% | +21.0% | +15.9% |
| 1Y | +23.0% | -6.4% | +29.4% | +21.9% |
| 3Y | +92.9% | -2.0% | +94.9% | +92.5% |
| 5Y | +95.6% | -35.0% | +130.6% | +69.1% |
| All | +558.6% | -20.5% | +579.1% | +529.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 10y: compounded portfolio wealth divided by compounded TLT 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…
10y analysis · Full analysis span regression · 6 months rolling