+1,728.6%
QLD vs TDY
+455.3%
+1,273.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.8% |
| 7D | +1.9% | -1.8% | +3.7% | +3.5% |
| 30D | -1.8% | -13.8% | +12.0% | +11.6% |
| 3M | -0.1% | -3.9% | +3.8% | +3.7% |
| 6M | +32.6% | -9.0% | +41.6% | +44.2% |
| YTD | +27.9% | +16.5% | +11.4% | +10.6% |
| 1Y | +40.3% | +9.3% | +31.0% | +27.7% |
| 3Y | +182.5% | +45.1% | +137.4% | +99.1% |
| 5Y | +122.5% | +35.0% | +87.5% | +73.0% |
| 10Y | +1,728.6% | +469.0% | +1,259.6% | +466.6% |
| All | +1,728.6% | +455.3% | +1,273.3% | +466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling