+14.7%
QLD vs TKO
+5.6%
+9.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.6% |
| 7D | -9.4% | +11.3% | -20.7% | -10.3% |
| 30D | -17.1% | +9.3% | -26.3% | -17.7% |
| 3M | -10.4% | +5.3% | -15.7% | -10.8% |
| 6M | +0.7% | +4.9% | -4.1% | -1.2% |
| YTD | +17.7% | -6.3% | +24.1% | +18.6% |
| 1Y | +14.7% | +4.9% | +9.8% | +9.0% |
| All | +14.7% | +5.6% | +9.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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