-34.7%
TLT vs QID
-78.0%
+43.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | -0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | +3.7% | +14.4% | -10.7% | +4.1% |
| 3M | -0.8% | +6.7% | -7.4% | -0.6% |
| 6M | -3.6% | +2.6% | -6.1% | -3.4% |
| YTD | -3.9% | -24.2% | +20.3% | -4.4% |
| 1Y | -6.2% | -22.3% | +16.1% | -6.6% |
| 3Y | +4.2% | -72.0% | +76.2% | +1.4% |
| 5Y | -34.7% | -78.2% | +43.5% | -38.8% |
| All | -34.7% | -78.0% | +43.3% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling