+3,222.5%
QQQ vs TLT
+124.5%
+3,098.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.4% |
| 7D | +3.6% | -3.1% | +6.7% | +2.3% |
| 30D | -6.7% | +1.0% | -7.8% | -6.3% |
| 3M | -7.0% | -2.7% | -4.3% | -8.0% |
| 6M | -4.7% | -4.1% | -0.5% | -6.2% |
| YTD | +11.1% | -5.4% | +16.4% | +8.6% |
| 1Y | +12.3% | -7.0% | +19.3% | +9.1% |
| 3Y | +83.3% | +2.8% | +80.5% | +86.7% |
| 5Y | +77.5% | -35.4% | +112.8% | +42.7% |
| 10Y | +528.3% | -13.1% | +541.4% | +520.4% |
| All | +3,222.5% | +124.5% | +3,098.0% | +8,173.3% |
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