+7.7%
QLD vs TDY
+24.4%
-16.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -3.8% | -2.6% | -1.2% | -1.9% |
| 30D | -20.5% | +5.3% | -25.8% | -23.4% |
| 3M | -14.6% | -6.4% | -8.2% | -10.4% |
| 6M | -14.7% | +4.0% | -18.6% | -16.6% |
| YTD | +11.2% | +26.5% | -15.3% | -1.5% |
| All | +7.7% | +24.4% | -16.8% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling