+121.0%
QLD vs THC
+250.3%
-129.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.6% | -0.7% | +1.2% | +0.8% |
| 30D | -0.1% | +1.3% | -1.4% | -0.7% |
| 3M | -8.4% | +64.2% | -72.6% | -25.9% |
| 6M | +32.2% | +8.3% | +23.9% | +25.9% |
| YTD | +28.9% | +33.4% | -4.5% | +11.4% |
| 1Y | +43.8% | +37.7% | +6.2% | +21.4% |
| 3Y | +176.6% | +236.8% | -60.2% | +45.7% |
| All | +121.0% | +250.3% | -129.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling