+7,859.7%
QLD vs TD
+956.8%
+6,903.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -3.8% | -0.7% | -3.1% | -2.6% |
| 30D | -20.5% | +7.6% | -28.2% | -26.2% |
| 3M | -14.6% | +3.0% | -17.6% | -17.2% |
| 6M | -14.7% | +16.8% | -31.5% | -27.7% |
| YTD | +11.2% | +34.3% | -23.2% | -18.8% |
| 1Y | +7.1% | +56.0% | -48.9% | -33.3% |
| 3Y | +141.1% | +132.4% | +8.7% | -4.0% |
| 5Y | +84.3% | +103.7% | -19.4% | -13.6% |
| 10Y | +1,450.1% | +299.2% | +1,150.9% | +256.0% |
| All | +7,859.7% | +956.8% | +6,903.0% | +625.2% |
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