+9,127.5%
QLD vs THC
+839.9%
+8,287.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | -0.1% | +1.3% | -1.4% | -0.6% |
| 3M | -8.4% | +64.2% | -72.6% | -21.6% |
| 6M | +32.2% | +8.3% | +23.9% | +27.0% |
| YTD | +28.9% | +33.4% | -4.5% | +15.8% |
| 1Y | +43.8% | +37.7% | +6.2% | +27.4% |
| 3Y | +176.6% | +236.8% | -60.2% | +84.1% |
| 5Y | +121.6% | +249.3% | -127.7% | +42.5% |
| 10Y | +1,652.9% | +995.2% | +657.7% | +566.3% |
| All | +9,127.5% | +839.9% | +8,287.6% | +2,679.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling