-33.7%
TLT vs QID
-80.7%
+47.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | -2.7% | +3.1% | +0.3% |
| 30D | -0.3% | +1.8% | -2.1% | -0.2% |
| 3M | -1.7% | -2.2% | +0.4% | -1.7% |
| 6M | -4.9% | -32.1% | +27.2% | -5.7% |
| YTD | -2.8% | -28.6% | +25.8% | -3.4% |
| 1Y | -4.2% | -36.3% | +32.1% | -5.1% |
| 3Y | -1.1% | -74.4% | +73.3% | -4.0% |
| 5Y | -33.7% | -80.8% | +47.1% | -37.5% |
| All | -33.7% | -80.7% | +47.0% | -37.5% |
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