+168.8%
TYL vs QID
-99.0%
+267.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.3% | -2.8% |
| 7D | +3.5% | -0.8% | +4.3% | +3.4% |
| 30D | +26.9% | +20.1% | +6.8% | +35.0% |
| 3M | +33.8% | +11.8% | +22.0% | +39.1% |
| 6M | +28.8% | +5.5% | +23.3% | +31.0% |
| YTD | -7.9% | -21.5% | +13.7% | -15.3% |
| 1Y | -9.8% | -22.6% | +12.9% | -17.3% |
| 3Y | +1.2% | -72.3% | +73.5% | -33.7% |
| 5Y | -22.8% | -76.9% | +54.1% | -44.6% |
| 10Y | +168.8% | -99.0% | +267.8% | -28.3% |
| All | +168.8% | -99.0% | +267.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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