+86.7%
QLD vs TCOM
+39.4%
+47.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +12.5% | -1.4% | +13.9% | +12.9% |
| 30D | -15.7% | +11.5% | -27.2% | -18.8% |
| 3M | -11.9% | -5.2% | -6.7% | -11.0% |
| 6M | -10.3% | -16.9% | +6.7% | -6.2% |
| YTD | +15.6% | -39.9% | +55.5% | +33.1% |
| 1Y | +12.1% | -42.1% | +54.2% | +30.5% |
| 3Y | +150.7% | +28.0% | +122.6% | +114.1% |
| All | +86.7% | +39.4% | +47.3% | +43.5% |
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