+7,859.7%
QLD vs TKO
+2,583.2%
+5,276.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.8% | +6.4% | -10.2% | -6.1% |
| 30D | -20.5% | +11.9% | -32.5% | -24.3% |
| 3M | -14.6% | +5.6% | -20.2% | -17.0% |
| 6M | -14.7% | +7.5% | -22.2% | -18.5% |
| YTD | +11.2% | -3.5% | +14.7% | +10.3% |
| 1Y | +7.1% | +13.0% | -5.9% | -1.0% |
| 3Y | +141.1% | +157.6% | -16.5% | +53.0% |
| 5Y | +84.3% | +288.2% | -204.0% | -5.4% |
| 10Y | +1,450.1% | +1,196.6% | +253.5% | +335.4% |
| All | +7,859.7% | +2,583.2% | +5,276.5% | +859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling