-40.5%
TLT vs QS
-60.6%
+20.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.4% | -1.4% |
| 7D | -2.7% | -5.6% | +2.9% | -2.7% |
| 30D | +2.2% | -5.8% | +8.0% | +2.2% |
| 3M | -1.7% | -39.2% | +37.5% | -1.4% |
| 6M | -4.0% | -53.9% | +50.0% | -3.5% |
| YTD | -4.9% | -62.8% | +57.8% | -4.4% |
| 1Y | -7.4% | -73.5% | +66.1% | -6.6% |
| 3Y | +3.0% | -29.1% | +32.1% | +2.5% |
| 5Y | -35.1% | -90.0% | +54.9% | -35.4% |
| All | -40.5% | -60.6% | +20.1% | -40.5% |
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