+1,351.8%
QLD vs TCOM
+3.1%
+1,348.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +2.1% |
| 7D | -10.3% | +12.1% | -22.3% | -14.1% |
| 30D | -26.1% | +16.5% | -42.5% | -30.4% |
| 3M | -17.8% | -4.0% | -13.7% | -17.1% |
| 6M | -15.6% | -18.5% | +3.0% | -10.4% |
| YTD | +5.4% | -38.3% | +43.7% | +23.2% |
| 1Y | +5.2% | -36.6% | +41.8% | +21.6% |
| 3Y | +139.4% | +31.1% | +108.3% | +95.5% |
| 5Y | +66.7% | +47.6% | +19.1% | +17.4% |
| All | +1,351.8% | +3.1% | +1,348.7% | +997.1% |
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