+1,418.0%
QLD vs TRI
+225.4%
+1,192.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.8% | +10.6% | +9.1% |
| 7D | -1.4% | -11.4% | +10.0% | +5.1% |
| 30D | -19.6% | +4.9% | -24.5% | -24.2% |
| 3M | -14.1% | +7.0% | -21.2% | -22.0% |
| 6M | -13.6% | +18.2% | -31.8% | -32.5% |
| YTD | +12.5% | -14.8% | +27.3% | +14.1% |
| 1Y | +13.1% | -18.0% | +31.1% | +18.9% |
| 3Y | +154.7% | -12.0% | +166.7% | +122.7% |
| 5Y | +81.1% | -0.8% | +81.9% | +38.8% |
| 10Y | +1,418.0% | +220.1% | +1,197.8% | +272.8% |
| All | +1,418.0% | +225.4% | +1,192.5% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling