+141.1%
QLD vs TDY
+70.8%
+70.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.6% |
| 7D | -3.8% | -2.6% | -1.2% | -1.6% |
| 30D | -20.5% | +5.3% | -25.8% | -23.6% |
| 3M | -14.6% | -6.4% | -8.2% | -10.0% |
| 6M | -14.7% | +4.0% | -18.6% | -16.8% |
| YTD | +11.2% | +26.5% | -15.3% | -8.1% |
| 1Y | +7.1% | +24.2% | -17.1% | -10.2% |
| 3Y | +141.1% | +68.8% | +72.3% | +71.3% |
| All | +141.1% | +70.8% | +70.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling