-20.7%
TLT vs QSR
+135.2%
-155.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.6% | -4.0% | +2.4% | -1.7% |
| 30D | -1.1% | +2.8% | -3.9% | -1.1% |
| 3M | -4.9% | +5.1% | -9.9% | -4.8% |
| 6M | -5.0% | +8.8% | -13.8% | -4.9% |
| YTD | -4.4% | +14.8% | -19.2% | -4.2% |
| 1Y | -6.4% | +25.7% | -32.1% | -6.0% |
| 3Y | -2.0% | +27.5% | -29.5% | -1.4% |
| 5Y | -35.0% | +41.3% | -76.2% | -34.1% |
| All | -20.7% | +135.2% | -155.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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