+399.9%
QLD vs TE
-80.5%
+480.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -2.0% |
| 7D | +7.0% | -19.1% | +26.1% | +10.6% |
| 30D | -14.3% | -34.1% | +19.8% | -8.7% |
| 3M | -16.0% | -60.1% | +44.1% | -3.6% |
| 6M | -14.2% | -66.0% | +51.7% | -1.8% |
| YTD | +12.8% | -71.4% | +84.2% | +28.2% |
| 1Y | +14.1% | -45.3% | +59.3% | +15.2% |
| 3Y | +146.0% | +9.1% | +136.8% | +79.3% |
| 5Y | +82.0% | -82.6% | +164.6% | +89.7% |
| All | +399.9% | -80.5% | +480.4% | +500.8% |
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