-7.4%
TLT vs QLD
+10.8%
-18.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.5% |
| 7D | -2.7% | +12.5% | -15.2% | -3.2% |
| 30D | +2.2% | -15.7% | +17.8% | +3.0% |
| 3M | -1.7% | -11.9% | +10.2% | -1.3% |
| 6M | -4.0% | -10.3% | +6.3% | -4.0% |
| YTD | -4.9% | +15.6% | -20.5% | -6.7% |
| 1Y | -7.4% | +12.1% | -19.5% | -8.9% |
| All | -7.4% | +10.8% | -18.1% | -8.9% |
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 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