+139.4%
QLD vs TEL
+71.9%
+67.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -10.3% | -2.8% | -7.4% | -7.7% |
| 30D | -26.1% | -4.1% | -22.0% | -23.0% |
| 3M | -17.8% | -3.4% | -14.4% | -15.4% |
| 6M | -15.6% | -3.5% | -12.1% | -13.4% |
| YTD | +5.4% | -8.0% | +13.4% | +9.0% |
| 1Y | +5.2% | -13.7% | +18.9% | +16.0% |
| 3Y | +139.4% | +71.9% | +67.5% | +25.3% |
| All | +139.4% | +71.9% | +67.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling