+67.2%
QLD vs TNA
-50.7%
+117.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +1.0% |
| 7D | -10.3% | -7.0% | -3.3% | -6.5% |
| 30D | -26.1% | -6.4% | -19.6% | -23.3% |
| 3M | -17.8% | -25.7% | +7.9% | -3.8% |
| 6M | -15.6% | -19.7% | +4.2% | -5.3% |
| YTD | +5.4% | +18.3% | -12.9% | -5.7% |
| 1Y | +5.2% | +24.6% | -19.3% | -9.2% |
| 3Y | +139.4% | +112.8% | +26.6% | +27.0% |
| All | +67.2% | -50.7% | +117.8% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling