+8,229.2%
QLD vs TDY
+1,868.9%
+6,360.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.0% |
| 7D | -1.2% | +3.0% | -4.2% | -3.3% |
| 30D | -15.7% | +6.1% | -21.8% | -19.8% |
| 3M | -10.0% | -4.5% | -5.5% | -6.3% |
| 6M | -11.2% | +2.9% | -14.2% | -13.1% |
| YTD | +16.4% | +27.5% | -11.1% | -6.9% |
| 1Y | +12.7% | +26.5% | -13.8% | -9.3% |
| 3Y | +152.3% | +70.1% | +82.2% | +54.3% |
| 5Y | +91.8% | +46.8% | +45.0% | +39.7% |
| 10Y | +1,520.2% | +447.2% | +1,073.1% | +256.1% |
| All | +8,229.2% | +1,868.9% | +6,360.3% | +572.3% |
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 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