+12.7%
QLD vs THC
+49.8%
-37.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.6% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -15.7% | +9.0% | -24.7% | -16.1% |
| 3M | -10.0% | +12.9% | -23.0% | -10.7% |
| 6M | -11.2% | +52.8% | -64.1% | -14.3% |
| YTD | +16.4% | +47.4% | -31.1% | +12.8% |
| 1Y | +12.7% | +47.7% | -35.1% | +8.8% |
| All | +12.7% | +49.8% | -37.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling