+1,351.8%
QLD vs THC
+1,421.6%
-69.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | -10.3% | +3.7% | -14.0% | -11.2% |
| 30D | -26.1% | +9.0% | -35.1% | -27.9% |
| 3M | -17.8% | +10.4% | -28.2% | -20.2% |
| 6M | -15.6% | +45.7% | -61.2% | -25.2% |
| YTD | +5.4% | +42.6% | -37.2% | -6.9% |
| 1Y | +5.2% | +38.8% | -33.5% | -6.5% |
| 3Y | +139.4% | +418.8% | -279.4% | +42.7% |
| 5Y | +66.7% | +275.7% | -209.0% | +5.8% |
| All | +1,351.8% | +1,421.6% | -69.8% | +526.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling