+81.4%
QQQ vs TLT
+3.8%
+77.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -10.2% | +3.7% | -13.9% | -10.6% |
| 3M | -6.3% | -0.7% | -5.6% | -6.2% |
| 6M | -4.9% | -4.2% | -0.7% | -4.5% |
| YTD | +10.2% | -4.0% | +14.2% | +10.7% |
| 1Y | +8.8% | -5.8% | +14.6% | +9.4% |
| 3Y | +81.4% | +4.1% | +77.3% | +77.1% |
| All | +81.4% | +3.8% | +77.5% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling