+1,739.7%
QLD vs TKO
+982.1%
+757.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -2.3% |
| 7D | +3.0% | +7.2% | -4.2% | -0.1% |
| 30D | -1.8% | +4.7% | -6.5% | -4.0% |
| 3M | -1.8% | -3.2% | +1.4% | -1.5% |
| 6M | +36.9% | -2.9% | +39.8% | +36.6% |
| YTD | +28.7% | -5.8% | +34.5% | +29.2% |
| 1Y | +41.9% | -1.1% | +42.9% | +38.7% |
| 3Y | +184.2% | +111.1% | +73.1% | +93.9% |
| 5Y | +122.1% | +315.6% | -193.5% | +7.1% |
| All | +1,739.7% | +982.1% | +757.6% | +555.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling