-0.9%
TLT vs QSR
+25.9%
-26.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | 0.0% | +5.7% | -5.7% | -0.5% |
| 3M | -2.9% | +6.9% | -9.8% | -3.5% |
| 6M | -6.3% | +6.9% | -13.1% | -7.0% |
| YTD | -3.3% | +14.9% | -18.3% | -4.9% |
| 1Y | -4.2% | +29.1% | -33.3% | -7.1% |
| All | -0.9% | +25.9% | -26.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling