+9,127.5%
QLD vs TPR
+559.0%
+8,568.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -2.3% | +2.9% | +1.9% |
| 30D | -0.1% | -23.0% | +22.8% | +13.1% |
| 3M | -8.4% | -12.5% | +4.1% | -3.8% |
| 6M | +32.2% | -21.4% | +53.6% | +46.1% |
| YTD | +28.9% | -3.5% | +32.4% | +25.8% |
| 1Y | +43.8% | +17.4% | +26.5% | +24.6% |
| 3Y | +176.6% | +291.3% | -114.7% | +15.2% |
| 5Y | +121.6% | +241.9% | -120.3% | -2.2% |
| 10Y | +1,652.9% | +322.7% | +1,330.2% | +437.3% |
| All | +9,127.5% | +559.0% | +8,568.4% | +1,392.4% |
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