+1,628.2%
QLD vs TCOM
-9.6%
+1,637.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.6% | -9.5% | +10.1% | +4.3% |
| 30D | -0.1% | -10.7% | +10.6% | +3.9% |
| 3M | -8.4% | -14.6% | +6.3% | -3.9% |
| 6M | +32.2% | -19.3% | +51.5% | +41.6% |
| YTD | +28.9% | -42.9% | +71.8% | +56.2% |
| 1Y | +43.8% | -43.8% | +87.6% | +75.1% |
| 3Y | +176.6% | +2.1% | +174.5% | +149.7% |
| 5Y | +121.6% | +31.2% | +90.3% | +63.1% |
| All | +1,628.2% | -9.6% | +1,637.9% | +1,258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling