+79.4%
TLT vs QID
-100.0%
+179.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.7% | -11.8% | +9.1% | -1.7% |
| 30D | +2.2% | +14.2% | -12.1% | +0.8% |
| 3M | -1.7% | +8.8% | -10.5% | -2.7% |
| 6M | -4.0% | +1.5% | -5.4% | -4.6% |
| YTD | -4.9% | -23.8% | +18.8% | -3.5% |
| 1Y | -7.4% | -22.0% | +14.6% | -6.2% |
| 3Y | +3.0% | -71.9% | +74.9% | +12.8% |
| 5Y | -35.1% | -77.6% | +42.5% | -30.4% |
| 10Y | -12.7% | -99.1% | +86.3% | +35.7% |
| All | +79.4% | -100.0% | +179.3% | +294.5% |
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 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