+139.4%
QLD vs TD
+129.3%
+10.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | -10.3% | -1.7% | -8.6% | -8.6% |
| 30D | -26.1% | +8.2% | -34.3% | -30.2% |
| 3M | -17.8% | +1.7% | -19.5% | -18.5% |
| 6M | -15.6% | +14.2% | -29.8% | -23.8% |
| YTD | +5.4% | +32.8% | -27.4% | -15.5% |
| 1Y | +5.2% | +55.5% | -50.2% | -24.8% |
| 3Y | +139.4% | +129.6% | +9.8% | +30.0% |
| All | +139.4% | +129.3% | +10.1% | +30.0% |
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