+1,502.1%
QLD vs TDY
+434.3%
+1,067.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.9% |
| 7D | +7.0% | +4.1% | +2.9% | +3.4% |
| 30D | -14.3% | +5.7% | -20.0% | -18.2% |
| 3M | -16.0% | -4.4% | -11.6% | -12.5% |
| 6M | -14.2% | +1.2% | -15.5% | -14.8% |
| YTD | +12.8% | +26.0% | -13.3% | -9.0% |
| 1Y | +14.1% | +27.4% | -13.3% | -9.0% |
| 3Y | +146.0% | +67.5% | +78.4% | +51.8% |
| 5Y | +82.0% | +44.9% | +37.2% | +32.7% |
| All | +1,502.1% | +434.3% | +1,067.8% | +400.4% |
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