+139.4%
QLD vs TPR
+407.4%
-268.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.9% |
| 7D | -10.3% | +14.2% | -24.5% | -15.1% |
| 30D | -26.1% | +17.1% | -43.1% | -30.9% |
| 3M | -17.8% | -17.7% | 0.0% | -12.5% |
| 6M | -15.6% | -10.2% | -5.4% | -14.5% |
| YTD | +5.4% | +4.9% | +0.5% | -1.4% |
| 1Y | +5.2% | +36.1% | -30.9% | -13.6% |
| 3Y | +139.4% | +416.5% | -277.0% | +19.2% |
| All | +139.4% | +407.4% | -268.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling