-22.4%
TYL vs QID
-74.8%
+52.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -3.1% |
| 7D | +6.7% | +9.4% | -2.8% | +9.8% |
| 30D | +26.5% | +31.2% | -4.7% | +38.1% |
| 3M | +37.3% | +17.4% | +19.9% | +44.5% |
| 6M | +31.2% | +8.4% | +22.7% | +33.7% |
| YTD | -7.4% | -15.8% | +8.4% | -13.5% |
| 1Y | -9.6% | -16.3% | +6.8% | -15.6% |
| 3Y | +1.9% | -70.4% | +72.3% | -36.4% |
| All | -22.4% | -74.8% | +52.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling