+24.0%
QQQ vs TLT
-4.4%
+28.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | +1.3% | -2.9% | +4.2% | +2.4% |
| 6M | +18.1% | -6.3% | +24.4% | +19.2% |
| YTD | +16.9% | -3.3% | +20.2% | +18.3% |
| 1Y | +24.0% | -4.2% | +28.2% | +26.8% |
| All | +24.0% | -4.4% | +28.4% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling