+133.5%
QLD vs TPR
+412.6%
-279.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +7.1% | -19.8% | -15.3% |
| 7D | -18.6% | +13.9% | -32.4% | -22.8% |
| 30D | -28.3% | +14.9% | -43.2% | -32.4% |
| 3M | -20.4% | -15.4% | -5.0% | -16.3% |
| 6M | -14.3% | -4.5% | -9.8% | -15.5% |
| YTD | +2.8% | +6.0% | -3.2% | -4.2% |
| 1Y | -1.2% | +24.3% | -25.5% | -15.2% |
| All | +133.5% | +412.6% | -279.1% | +15.9% |
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