+9,127.5%
QLD vs TDY
+1,746.5%
+7,380.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | -0.1% |
| 7D | +0.6% | -1.8% | +2.4% | +2.2% |
| 30D | -0.1% | -10.7% | +10.6% | +10.2% |
| 3M | -8.4% | -1.3% | -7.1% | -6.9% |
| 6M | +32.2% | -10.6% | +42.8% | +46.1% |
| YTD | +28.9% | +19.6% | +9.3% | +9.0% |
| 1Y | +43.8% | +11.6% | +32.2% | +28.5% |
| 3Y | +176.6% | +45.2% | +131.4% | +94.6% |
| 5Y | +121.6% | +36.1% | +85.5% | +72.0% |
| 10Y | +1,652.9% | +458.8% | +1,194.1% | +275.3% |
| All | +9,127.5% | +1,746.5% | +7,380.9% | +686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling