+121.0%
QLD vs TCOM
+30.8%
+90.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.6% | -9.5% | +10.1% | +3.6% |
| 30D | -0.1% | -10.7% | +10.6% | +3.2% |
| 3M | -8.4% | -14.6% | +6.3% | -4.6% |
| 6M | +32.2% | -19.3% | +51.5% | +40.0% |
| YTD | +28.9% | -42.9% | +71.8% | +51.2% |
| 1Y | +43.8% | -43.8% | +87.6% | +69.4% |
| 3Y | +176.6% | +2.1% | +174.5% | +156.0% |
| All | +121.0% | +30.8% | +90.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling