-21.7%
TLT vs QLD
+1,646.9%
-1,668.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | -0.1% | -0.4% | -0.6% |
| 3M | -2.7% | -8.4% | +5.6% | -2.9% |
| 6M | -5.6% | +32.2% | -37.8% | -4.7% |
| YTD | -2.8% | +28.9% | -31.7% | -1.9% |
| 1Y | -1.4% | +43.8% | -45.3% | -0.1% |
| 3Y | -1.6% | +176.6% | -178.2% | +2.7% |
| 5Y | -33.8% | +121.6% | -155.4% | -31.8% |
| All | -21.7% | +1,646.9% | -1,668.6% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling