-6.6%
TLT vs Q
+66.4%
-73.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +6.2% | -9.8% | +16.0% | +6.4% |
| 3M | +0.1% | -12.2% | +12.3% | +0.3% |
| 6M | -3.0% | -21.6% | +18.7% | -2.7% |
| YTD | -2.7% | +43.6% | -46.3% | -3.9% |
| 1Y | -4.8% | +25.7% | -30.5% | -6.3% |
| All | -6.6% | +66.4% | -73.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling