+7,443.4%
QLD vs TCOM
+655.0%
+6,788.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +2.1% |
| 7D | -10.3% | +12.1% | -22.3% | -14.2% |
| 30D | -26.1% | +16.5% | -42.5% | -30.5% |
| 3M | -17.8% | -4.0% | -13.7% | -17.2% |
| 6M | -15.6% | -18.5% | +3.0% | -10.5% |
| YTD | +5.4% | -38.3% | +43.7% | +22.9% |
| 1Y | +5.2% | -36.6% | +41.8% | +21.4% |
| 3Y | +139.4% | +31.1% | +108.3% | +98.0% |
| 5Y | +66.7% | +47.6% | +19.1% | +20.0% |
| 10Y | +1,422.1% | +5.1% | +1,417.0% | +1,062.1% |
| All | +7,443.4% | +655.0% | +6,788.4% | +1,790.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling