+121.0%
QLD vs TPR
+239.8%
-118.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -2.3% | +2.9% | +1.8% |
| 30D | -0.1% | -23.0% | +22.8% | +12.9% |
| 3M | -8.4% | -12.5% | +4.1% | -4.1% |
| 6M | +32.2% | -21.4% | +53.6% | +45.8% |
| YTD | +28.9% | -3.5% | +32.4% | +24.9% |
| 1Y | +43.8% | +17.4% | +26.5% | +22.6% |
| 3Y | +176.6% | +291.3% | -114.7% | +3.3% |
| All | +121.0% | +239.8% | -118.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling