+83.4%
TLT vs QID
-100.0%
+183.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | -2.7% | +3.7% | -6.5% | -3.4% |
| 6M | -5.6% | -29.9% | +24.2% | -3.2% |
| YTD | -2.8% | -28.8% | +26.0% | -0.5% |
| 1Y | -1.4% | -37.2% | +35.7% | +1.9% |
| 3Y | -1.6% | -73.7% | +72.1% | +8.3% |
| 5Y | -33.8% | -80.7% | +46.9% | -27.8% |
| 10Y | -21.1% | -99.1% | +78.0% | +23.3% |
| All | +83.4% | -100.0% | +183.4% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling