+1,646.5%
QLD vs TRI
+190.0%
+1,456.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +4.3% |
| 7D | +3.0% | -7.1% | +10.1% | +7.7% |
| 30D | -1.8% | -2.3% | +0.5% | -1.5% |
| 3M | -1.8% | +19.6% | -21.4% | -19.9% |
| 6M | +36.9% | -8.7% | +45.6% | +34.6% |
| YTD | +28.7% | -22.3% | +51.0% | +43.9% |
| 1Y | +41.9% | -40.7% | +82.6% | +109.4% |
| 3Y | +184.2% | -17.8% | +202.0% | +166.6% |
| 5Y | +122.1% | -8.5% | +130.6% | +85.6% |
| 10Y | +1,646.5% | +192.6% | +1,453.9% | +422.6% |
| All | +1,646.5% | +190.0% | +1,456.5% | +422.6% |
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