-4.8%
TLT vs QLD
+1.8%
-6.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.1% |
| 7D | +0.1% | -10.3% | +10.4% | +0.5% |
| 30D | +6.2% | -26.1% | +32.2% | +7.7% |
| 3M | +0.1% | -17.8% | +17.8% | +0.7% |
| 6M | -3.0% | -15.6% | +12.6% | -2.8% |
| YTD | -2.7% | +5.4% | -8.1% | -4.1% |
| 1Y | -4.8% | +5.2% | -10.1% | -6.1% |
| All | -4.8% | +1.8% | -6.6% | -6.1% |
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