+3,409.8%
QQQ vs TLT
+130.6%
+3,279.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.4% | -0.4% | +0.8% | +0.2% |
| 30D | +0.2% | -0.6% | +0.8% | 0.0% |
| 3M | -2.8% | -2.7% | -0.1% | -3.9% |
| 6M | +18.0% | -5.6% | +23.6% | +15.2% |
| YTD | +17.3% | -2.8% | +20.1% | +15.9% |
| 1Y | +25.6% | -1.4% | +27.0% | +24.9% |
| 3Y | +93.7% | -1.6% | +95.3% | +92.9% |
| 5Y | +94.2% | -33.8% | +128.0% | +57.5% |
| 10Y | +557.9% | -21.1% | +579.0% | +509.2% |
| All | +3,409.8% | +130.6% | +3,279.2% | +8,727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling