-9.6%
TYL vs QID
-13.7%
+4.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.8% |
| 7D | +6.7% | +9.4% | -2.8% | +4.9% |
| 30D | +26.5% | +31.2% | -4.7% | +21.0% |
| 3M | +37.3% | +17.4% | +19.9% | +33.1% |
| 6M | +31.2% | +8.4% | +22.7% | +26.3% |
| YTD | -7.4% | -15.8% | +8.4% | -12.3% |
| 1Y | -9.6% | -16.3% | +6.8% | -14.4% |
| All | -9.6% | -13.7% | +4.1% | -14.4% |
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