-34.7%
TLT vs QLD
+61.4%
-96.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.7% | +12.9% | +0.5% |
| 7D | +0.5% | -18.6% | +19.1% | +1.0% |
| 30D | +6.0% | -28.3% | +34.3% | +6.9% |
| 3M | -0.9% | -20.4% | +19.5% | -0.4% |
| 6M | -2.6% | -14.3% | +11.7% | -2.4% |
| YTD | -3.1% | +2.8% | -5.9% | -3.4% |
| 1Y | -4.4% | -1.2% | -3.1% | -4.6% |
| 3Y | +5.5% | +135.3% | -129.9% | +2.3% |
| 5Y | -34.7% | +62.6% | -97.3% | -39.5% |
| All | -34.7% | +61.4% | -96.1% | -39.5% |
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