+1,502.1%
QLD vs THC
+1,813.2%
-311.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +7.0% | +1.0% | +6.1% | +6.8% |
| 30D | -14.3% | +5.3% | -19.6% | -15.6% |
| 3M | -16.0% | +7.1% | -23.1% | -17.8% |
| 6M | -14.2% | +46.0% | -60.3% | -24.3% |
| YTD | +12.8% | +43.9% | -31.2% | -1.0% |
| 1Y | +14.1% | +45.4% | -31.4% | -0.3% |
| 3Y | +146.0% | +421.3% | -275.3% | +43.9% |
| 5Y | +82.0% | +261.5% | -179.4% | +14.8% |
| All | +1,502.1% | +1,813.2% | -311.1% | +557.8% |
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