-33.7%
TLT vs QS
-74.6%
+40.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.4% | +2.2% | -1.8% | +0.4% |
| 30D | -0.3% | -8.1% | +7.8% | -0.2% |
| 3M | -1.7% | -27.0% | +25.3% | -1.4% |
| 6M | -4.9% | -16.4% | +11.5% | -4.8% |
| YTD | -2.8% | -46.4% | +43.6% | -2.3% |
| 1Y | -4.2% | -41.1% | +36.9% | -4.1% |
| 3Y | -1.1% | -18.6% | +17.5% | -2.6% |
| 5Y | -33.7% | -73.0% | +39.3% | -34.9% |
| All | -33.7% | -74.6% | +40.9% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling