-10.0%
TYL vs QID
-20.3%
+10.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.3% | +0.6% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | +26.9% | +20.1% | +6.8% | +23.0% |
| 3M | +33.8% | +11.8% | +22.0% | +30.9% |
| 6M | +28.8% | +5.5% | +23.3% | +26.3% |
| YTD | -7.9% | -21.5% | +13.7% | -11.7% |
| All | -10.0% | -20.3% | +10.3% | -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