+3,197.4%
QQQ vs TLT
+127.7%
+3,069.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -1.2% |
| 7D | -1.5% | -0.3% | -1.3% | -1.6% |
| 30D | -10.2% | +3.7% | -13.9% | -8.8% |
| 3M | -6.3% | -0.7% | -5.6% | -6.5% |
| 6M | -4.9% | -4.2% | -0.7% | -6.5% |
| YTD | +10.2% | -4.0% | +14.2% | +8.4% |
| 1Y | +8.8% | -5.8% | +14.6% | +6.2% |
| 3Y | +81.4% | +4.1% | +77.3% | +85.6% |
| 5Y | +78.5% | -34.8% | +113.3% | +43.9% |
| 10Y | +523.8% | -12.3% | +536.2% | +517.4% |
| All | +3,197.4% | +127.7% | +3,069.7% | +8,157.7% |
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