+7,256.1%
QLD vs TPR
+623.9%
+6,632.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +7.1% | -19.8% | -16.6% |
| 7D | -18.6% | +13.9% | -32.4% | -24.8% |
| 30D | -28.3% | +14.9% | -43.2% | -34.4% |
| 3M | -20.4% | -15.4% | -5.0% | -15.8% |
| 6M | -14.3% | -4.5% | -9.8% | -16.3% |
| YTD | +2.8% | +6.0% | -3.2% | -6.3% |
| 1Y | -1.2% | +24.3% | -25.5% | -18.2% |
| 3Y | +135.3% | +412.8% | -277.5% | -17.0% |
| 5Y | +62.6% | +258.4% | -195.9% | -30.9% |
| 10Y | +1,384.3% | +396.8% | +987.5% | +307.3% |
| All | +7,256.1% | +623.9% | +6,632.2% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling