-5.6%
TLT vs QLD
+13.1%
-18.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +1.0% | -9.4% | +10.3% | +1.4% |
| 30D | +6.0% | -17.1% | +23.1% | +7.0% |
| 3M | -0.9% | -10.4% | +9.5% | -0.5% |
| 6M | -2.3% | +0.7% | -3.0% | -2.9% |
| YTD | -3.3% | +17.7% | -21.1% | -4.9% |
| 1Y | -5.6% | +14.7% | -20.3% | -7.0% |
| All | -5.6% | +13.1% | -18.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling