-8.4%
TLT vs QSR
+218.5%
-226.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | +2.4% | -2.9% | -0.4% |
| 30D | -0.6% | +7.6% | -8.2% | -0.3% |
| 3M | -2.7% | +12.6% | -15.4% | -2.3% |
| 6M | -5.6% | +14.4% | -20.0% | -5.2% |
| YTD | -2.8% | +19.6% | -22.4% | -2.1% |
| 1Y | -1.4% | +33.9% | -35.3% | -0.4% |
| 3Y | -1.6% | +27.1% | -28.7% | -0.5% |
| 5Y | -33.8% | +48.5% | -82.4% | -32.3% |
| 10Y | -21.1% | +126.2% | -147.4% | -16.4% |
| All | -8.4% | +218.5% | -226.9% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling