+8.4%
QLD vs TD
+56.4%
-48.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.3% |
| 7D | -1.4% | -0.6% | -0.8% | -0.1% |
| 30D | -19.6% | +7.9% | -27.5% | -24.3% |
| 3M | -14.1% | +3.1% | -17.3% | -15.8% |
| 6M | -13.6% | +17.2% | -30.8% | -26.0% |
| YTD | +12.5% | +34.7% | -22.2% | -18.5% |
| All | +8.4% | +56.4% | -48.0% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling