+49.0%
QLD vs TEM
+90.1%
-41.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.4% | +1.0% |
| 7D | -10.3% | +5.3% | -15.6% | -11.2% |
| 30D | -26.1% | +8.1% | -34.2% | -27.2% |
| 3M | -17.8% | +64.9% | -82.6% | -26.7% |
| 6M | -15.6% | +42.1% | -57.7% | -23.1% |
| YTD | +5.4% | +28.8% | -23.4% | -3.3% |
| 1Y | +5.2% | +5.5% | -0.3% | 0.0% |
| All | +49.0% | +90.1% | -41.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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