-20.8%
TLT vs QID
-99.1%
+78.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.2% |
| 7D | -1.6% | +2.7% | -4.3% | -1.6% |
| 30D | -1.3% | +3.3% | -4.7% | -1.4% |
| 3M | -3.7% | -5.5% | +1.8% | -3.7% |
| 6M | -6.4% | -28.4% | +22.0% | -5.6% |
| YTD | -4.5% | -26.6% | +22.1% | -3.8% |
| 1Y | -5.9% | -34.1% | +28.3% | -4.9% |
| 3Y | -2.8% | -73.7% | +70.9% | +0.8% |
| 5Y | -35.1% | -80.7% | +45.6% | -33.5% |
| All | -20.8% | -99.1% | +78.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling