-5.3%
TLT vs QQQI
+57.7%
-63.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -1.1% | -0.3% | -0.9% | -1.1% |
| 3M | -4.9% | +1.3% | -6.2% | -4.9% |
| 6M | -5.0% | +11.5% | -16.5% | -5.3% |
| YTD | -4.4% | +11.3% | -15.7% | -4.7% |
| 1Y | -6.4% | +16.9% | -23.3% | -6.7% |
| All | -5.3% | +57.7% | -63.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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