-38.6%
TYL vs QID
-36.4%
-2.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.7% | -4.5% |
| 7D | -7.6% | -2.7% | -4.9% | -7.3% |
| 30D | +11.3% | +1.8% | +9.5% | +11.0% |
| 3M | +14.5% | -2.2% | +16.7% | +14.7% |
| 6M | -7.1% | -32.1% | +25.0% | -10.7% |
| YTD | -23.4% | -28.6% | +5.2% | -25.3% |
| 1Y | -38.6% | -36.3% | -2.2% | -40.7% |
| All | -38.6% | -36.4% | -2.1% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling