+153.8%
QLD vs TD
+133.8%
+20.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | -1.2% | -3.1% | +1.9% | +1.8% |
| 30D | -15.7% | +6.7% | -22.4% | -19.5% |
| 3M | -10.0% | +3.1% | -13.1% | -11.8% |
| 6M | -11.2% | +17.6% | -28.9% | -21.7% |
| YTD | +16.4% | +34.8% | -18.4% | -7.8% |
| 1Y | +12.7% | +55.6% | -42.9% | -19.7% |
| All | +153.8% | +133.8% | +20.0% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling