-35.1%
TLT vs QLD
+77.5%
-112.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +5.1% | -19.6% | +24.7% | +5.6% |
| 3M | -0.2% | -14.1% | +14.0% | +0.1% |
| 6M | -2.9% | -13.6% | +10.7% | -2.7% |
| YTD | -2.7% | +12.5% | -15.2% | -3.2% |
| 1Y | -4.6% | +13.1% | -17.7% | -5.1% |
| 3Y | +6.1% | +154.7% | -148.6% | +2.6% |
| 5Y | -35.1% | +81.1% | -116.2% | -39.8% |
| All | -35.1% | +77.5% | -112.7% | -39.8% |
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