-12.3%
TLT vs QLD
+1,387.1%
-1,399.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.4% |
| 7D | -0.3% | -3.8% | +3.5% | -0.4% |
| 30D | +3.7% | -20.5% | +24.3% | +3.1% |
| 3M | -0.7% | -14.6% | +14.0% | -1.0% |
| 6M | -4.2% | -14.7% | +10.5% | -4.5% |
| YTD | -4.0% | +11.2% | -15.2% | -3.4% |
| 1Y | -5.8% | +7.1% | -12.9% | -5.4% |
| 3Y | +4.1% | +141.1% | -137.0% | +8.4% |
| 5Y | -34.8% | +84.3% | -119.1% | -33.3% |
| 10Y | -12.3% | +1,450.1% | -1,462.4% | +6.9% |
| All | -12.3% | +1,387.1% | -1,399.5% | +6.9% |
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