+1,728.6%
QLD vs TKO
+958.6%
+769.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | -1.8% | +0.9% | -2.7% | -2.5% |
| 3M | -0.1% | -6.2% | +6.1% | +1.6% |
| 6M | +32.6% | -5.6% | +38.2% | +33.9% |
| YTD | +27.9% | -7.8% | +35.8% | +29.6% |
| 1Y | +40.3% | -1.2% | +41.5% | +37.1% |
| 3Y | +182.5% | +106.5% | +76.0% | +94.5% |
| 5Y | +122.5% | +310.4% | -187.8% | +7.9% |
| 10Y | +1,728.6% | +987.5% | +741.0% | +557.6% |
| All | +1,728.6% | +958.6% | +769.9% | +557.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling