+367.2%
QLD vs TE
-75.9%
+443.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.0% |
| 7D | -10.3% | -12.6% | +2.3% | -8.3% |
| 30D | -26.1% | -36.7% | +10.7% | -20.7% |
| 3M | -17.8% | -57.5% | +39.7% | -6.7% |
| 6M | -15.6% | -55.2% | +39.7% | -7.6% |
| YTD | +5.4% | -64.7% | +70.0% | +15.9% |
| 1Y | +5.2% | -35.9% | +41.1% | +3.3% |
| 3Y | +139.4% | -31.8% | +171.2% | +92.5% |
| 5Y | +66.7% | -79.4% | +146.2% | +68.9% |
| All | +367.2% | -75.9% | +443.1% | +443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling