+146.0%
QLD vs TCOM
+26.7%
+119.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.7% |
| 7D | +7.0% | -1.8% | +8.8% | +7.4% |
| 30D | -14.3% | +12.1% | -26.4% | -16.9% |
| 3M | -16.0% | -3.2% | -12.8% | -15.6% |
| 6M | -14.2% | -16.6% | +2.4% | -10.6% |
| YTD | +12.8% | -39.4% | +52.2% | +27.6% |
| 1Y | +14.1% | -41.5% | +55.6% | +30.3% |
| 3Y | +146.0% | +24.4% | +121.6% | +130.0% |
| All | +146.0% | +26.7% | +119.3% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling