-7.2%
TYL vs QID
-73.9%
+66.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -4.1% |
| 7D | -3.7% | -0.6% | -3.0% | -3.8% |
| 30D | +18.7% | 0.0% | +18.7% | +18.8% |
| 3M | +18.1% | +3.7% | +14.4% | +19.4% |
| 6M | -1.1% | -29.9% | +28.7% | -8.2% |
| YTD | -19.8% | -28.8% | +9.0% | -24.9% |
| 1Y | -34.3% | -37.2% | +2.9% | -40.2% |
| All | -7.2% | -73.9% | +66.7% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling