+9,127.5%
QLD vs TD
+930.5%
+8,197.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.8% |
| 7D | +0.6% | +0.3% | +0.3% | +0.2% |
| 30D | -0.1% | +0.4% | -0.5% | -0.6% |
| 3M | -8.4% | +7.6% | -16.0% | -15.3% |
| 6M | +32.2% | +25.0% | +7.2% | +4.3% |
| YTD | +28.9% | +31.0% | -2.1% | -3.5% |
| 1Y | +43.8% | +65.2% | -21.4% | -15.9% |
| 3Y | +176.6% | +122.5% | +54.1% | +14.9% |
| 5Y | +121.6% | +124.8% | -3.2% | -6.9% |
| 10Y | +1,652.9% | +298.2% | +1,354.7% | +302.7% |
| All | +9,127.5% | +930.5% | +8,197.0% | +762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling