+1,418.0%
QLD vs TD
+311.5%
+1,106.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.2% |
| 7D | -1.4% | -0.6% | -0.8% | -0.3% |
| 30D | -19.6% | +7.9% | -27.5% | -25.4% |
| 3M | -14.1% | +3.1% | -17.3% | -16.7% |
| 6M | -13.6% | +17.2% | -30.8% | -26.7% |
| YTD | +12.5% | +34.7% | -22.2% | -17.3% |
| 1Y | +13.1% | +56.9% | -43.8% | -29.1% |
| 3Y | +154.7% | +134.7% | +20.0% | +2.5% |
| 5Y | +81.1% | +104.8% | -23.7% | -13.5% |
| 10Y | +1,418.0% | +305.8% | +1,112.2% | +357.9% |
| All | +1,418.0% | +311.5% | +1,106.5% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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