-40.2%
TLT vs QS
-47.4%
+7.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -1.6% | -5.0% | +3.4% | -1.5% |
| 30D | -1.3% | -18.3% | +17.0% | -1.2% |
| 3M | -3.7% | -26.0% | +22.3% | -3.6% |
| 6M | -6.4% | -24.0% | +17.7% | -6.2% |
| YTD | -4.5% | -50.3% | +45.8% | -4.1% |
| 1Y | -5.9% | -38.0% | +32.1% | -5.8% |
| 3Y | -2.8% | -24.6% | +21.8% | -3.5% |
| 5Y | -35.1% | -75.4% | +40.4% | -35.6% |
| All | -40.2% | -47.4% | +7.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling