+26,064.7%
QLD vs TNA
+1,004.3%
+25,060.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.1% | -4.9% | +4.8% | +2.2% |
| 3M | -8.4% | +0.4% | -8.7% | -8.2% |
| 6M | +32.2% | +32.5% | -0.3% | +14.3% |
| YTD | +28.9% | +53.7% | -24.8% | +2.8% |
| 1Y | +43.8% | +65.1% | -21.3% | +9.0% |
| 3Y | +176.6% | +98.4% | +78.1% | +68.1% |
| 5Y | +121.6% | -22.5% | +144.0% | +97.2% |
| 10Y | +1,652.9% | +82.5% | +1,570.4% | +642.8% |
| All | +26,064.7% | +1,004.3% | +25,060.4% | +2,572.0% |
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