+122.1%
QLD vs TDY
+36.7%
+85.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.8% |
| 7D | +3.0% | -0.9% | +3.9% | +3.9% |
| 30D | -1.8% | -12.5% | +10.7% | +12.4% |
| 3M | -1.8% | -1.2% | -0.6% | -0.4% |
| 6M | +36.9% | -6.6% | +43.5% | +46.8% |
| YTD | +28.7% | +18.5% | +10.2% | +5.3% |
| 1Y | +41.9% | +10.8% | +31.1% | +23.9% |
| 3Y | +184.2% | +47.5% | +136.7% | +75.7% |
| 5Y | +122.1% | +35.8% | +86.3% | +53.4% |
| All | +122.1% | +36.7% | +85.4% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling