+9,127.5%
QLD vs TKO
+2,395.1%
+6,732.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | +0.6% | +0.7% | -0.2% | +0.2% |
| 30D | -0.1% | +1.6% | -1.7% | -1.1% |
| 3M | -8.4% | -7.8% | -0.6% | -6.1% |
| 6M | +32.2% | -13.3% | +45.5% | +38.6% |
| YTD | +28.9% | -10.3% | +39.2% | +32.2% |
| 1Y | +43.8% | -0.6% | +44.5% | +40.4% |
| 3Y | +176.6% | +88.5% | +88.1% | +99.4% |
| 5Y | +121.6% | +284.7% | -163.2% | +14.2% |
| 10Y | +1,652.9% | +905.7% | +747.2% | +448.8% |
| All | +9,127.5% | +2,395.1% | +6,732.4% | +1,050.1% |
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