+1,418.0%
QLD vs TNA
+82.9%
+1,335.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.6% | -2.8% | +2.0% |
| 7D | -1.4% | +2.3% | -3.7% | -2.4% |
| 30D | -19.6% | +1.4% | -20.9% | -20.1% |
| 3M | -14.1% | -21.1% | +6.9% | -3.6% |
| 6M | -13.6% | -9.4% | -4.2% | -9.4% |
| YTD | +12.5% | +29.6% | -17.1% | -3.0% |
| 1Y | +13.1% | +34.6% | -21.5% | -5.0% |
| 3Y | +154.7% | +155.9% | -1.2% | +34.4% |
| 5Y | +81.1% | -44.2% | +125.2% | +86.6% |
| 10Y | +1,418.0% | +63.7% | +1,354.3% | +710.3% |
| All | +1,418.0% | +82.9% | +1,335.0% | +710.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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