-35.1%
TLT vs QLD
+89.4%
-124.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.5% |
| 7D | -2.7% | +12.5% | -15.2% | -3.0% |
| 30D | +2.2% | -15.7% | +17.8% | +2.5% |
| 3M | -1.7% | -11.9% | +10.2% | -1.5% |
| 6M | -4.0% | -10.3% | +6.3% | -3.9% |
| YTD | -4.9% | +15.6% | -20.5% | -5.5% |
| 1Y | -7.4% | +12.1% | -19.5% | -7.9% |
| 3Y | +3.0% | +150.7% | -147.6% | -0.2% |
| 5Y | -35.1% | +86.6% | -121.7% | -39.9% |
| All | -35.1% | +89.4% | -124.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling