+14.1%
QLD vs TE
-49.1%
+63.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -1.9% |
| 7D | +7.0% | -19.1% | +26.1% | +10.8% |
| 30D | -14.3% | -34.1% | +19.8% | -8.3% |
| 3M | -16.0% | -60.1% | +44.1% | -3.2% |
| 6M | -14.2% | -66.0% | +51.7% | +1.0% |
| YTD | +12.8% | -71.4% | +84.2% | +32.7% |
| 1Y | +14.1% | -45.3% | +59.3% | +20.3% |
| All | +14.1% | -49.1% | +63.1% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling