+152.2%
QLD vs TENB
+10.3%
+141.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.7% | +0.8% |
| 7D | +12.5% | -7.0% | +19.5% | +15.2% |
| 30D | -15.7% | -0.6% | -15.1% | -15.7% |
| 3M | -11.9% | +10.9% | -22.9% | -16.2% |
| 6M | -10.3% | +95.4% | -105.7% | -34.8% |
| YTD | +15.6% | +74.5% | -58.9% | -12.2% |
| 1Y | +12.1% | +49.2% | -37.1% | -6.6% |
| All | +152.2% | +10.3% | +141.9% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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