+21,289.5%
QLD vs TNA
+749.6%
+20,540.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +1.2% |
| 7D | -10.3% | -7.0% | -3.3% | -6.9% |
| 30D | -26.1% | -6.4% | -19.6% | -23.5% |
| 3M | -17.8% | -25.7% | +7.9% | -5.1% |
| 6M | -15.6% | -19.7% | +4.2% | -6.2% |
| YTD | +5.4% | +18.3% | -12.9% | -4.6% |
| 1Y | +5.2% | +24.6% | -19.3% | -7.7% |
| 3Y | +139.4% | +112.8% | +26.6% | +41.9% |
| 5Y | +66.7% | -49.5% | +116.2% | +84.0% |
| 10Y | +1,422.1% | +76.4% | +1,345.7% | +560.9% |
| All | +21,289.5% | +749.6% | +20,540.0% | +2,380.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling