+82.1%
QLD vs TD
+101.4%
-19.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | +7.0% | +1.1% | +5.9% | +5.9% |
| 30D | -14.3% | +5.2% | -19.5% | -18.2% |
| 3M | -16.0% | +1.2% | -17.2% | -16.8% |
| 6M | -14.2% | +17.7% | -32.0% | -27.3% |
| YTD | +12.8% | +34.2% | -21.5% | -16.5% |
| 1Y | +14.1% | +55.4% | -41.4% | -27.4% |
| 3Y | +146.0% | +130.4% | +15.6% | +1.4% |
| All | +82.1% | +101.4% | -19.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling