+8.4%
QLD vs TRI
-17.7%
+26.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.8% | +10.6% | +6.4% |
| 7D | -1.4% | -11.4% | +10.0% | -2.4% |
| 30D | -19.6% | +4.9% | -24.5% | -19.5% |
| 3M | -14.1% | +7.0% | -21.2% | -13.8% |
| 6M | -13.6% | +18.2% | -31.8% | -11.2% |
| YTD | +12.5% | -14.8% | +27.3% | +21.7% |
| All | +8.4% | -17.7% | +26.1% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling