+185.3%
QLD vs TKO
+98.5%
+86.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +0.6% | +0.7% | -0.2% | +0.3% |
| 30D | -0.1% | +1.6% | -1.7% | -0.9% |
| 3M | -8.4% | -7.8% | -0.6% | -6.6% |
| 6M | +32.2% | -13.3% | +45.5% | +37.4% |
| YTD | +28.9% | -10.3% | +39.2% | +31.6% |
| 1Y | +43.8% | -0.6% | +44.5% | +40.2% |
| All | +185.3% | +98.5% | +86.8% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling