+81.1%
QLD vs TKO
+263.8%
-182.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.3% | +5.0% |
| 7D | -1.4% | +7.8% | -9.3% | -4.1% |
| 30D | -19.6% | +12.2% | -31.7% | -23.1% |
| 3M | -14.1% | +7.5% | -21.6% | -16.9% |
| 6M | -13.6% | +7.7% | -21.4% | -17.5% |
| YTD | +12.5% | -3.3% | +15.9% | +11.8% |
| 1Y | +13.1% | +11.1% | +2.1% | +5.2% |
| 3Y | +154.7% | +141.0% | +13.7% | +67.4% |
| 5Y | +81.1% | +278.8% | -197.7% | -29.2% |
| All | +81.1% | +263.8% | -182.7% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling