+393.0%
QLD vs TE
-78.8%
+471.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | +0.4% |
| 7D | -3.8% | -26.9% | +23.1% | +1.2% |
| 30D | -20.5% | -38.9% | +18.4% | -14.3% |
| 3M | -14.6% | -61.0% | +46.4% | -1.8% |
| 6M | -14.7% | -66.4% | +51.7% | -2.2% |
| YTD | +11.2% | -69.0% | +80.2% | +24.8% |
| 1Y | +7.1% | -54.0% | +61.1% | +11.0% |
| 3Y | +141.1% | +38.0% | +103.1% | +66.4% |
| 5Y | +84.3% | -81.0% | +165.3% | +89.4% |
| All | +393.0% | -78.8% | +471.8% | +484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling