+84.3%
QLD vs TDY
+47.5%
+36.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.6% |
| 7D | -3.8% | -2.6% | -1.2% | -1.0% |
| 30D | -20.5% | +5.3% | -25.8% | -24.6% |
| 3M | -14.6% | -6.4% | -8.2% | -8.7% |
| 6M | -14.7% | +4.0% | -18.6% | -17.9% |
| YTD | +11.2% | +26.5% | -15.3% | -15.1% |
| 1Y | +7.1% | +24.2% | -17.1% | -16.7% |
| 3Y | +141.1% | +68.8% | +72.3% | +26.3% |
| 5Y | +84.3% | +45.9% | +38.4% | +21.0% |
| All | +84.3% | +47.5% | +36.8% | +21.0% |
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