+12.7%
QLD vs TE
-51.6%
+64.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +4.1% |
| 7D | -1.2% | -22.0% | +20.8% | +3.2% |
| 30D | -15.7% | -33.6% | +17.9% | -10.0% |
| 3M | -10.0% | -61.1% | +51.0% | +3.8% |
| 6M | -11.2% | -64.7% | +53.5% | +3.4% |
| YTD | +16.4% | -68.1% | +84.5% | +34.1% |
| 1Y | +12.7% | -51.7% | +64.4% | +21.0% |
| All | +12.7% | -51.6% | +64.3% | +21.0% |
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