+7,443.4%
QLD vs TRI
+398.5%
+7,044.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.7% | +7.2% | +6.4% |
| 7D | -10.3% | -4.8% | -5.5% | -8.0% |
| 30D | -26.1% | +13.4% | -39.4% | -35.6% |
| 3M | -17.8% | +13.1% | -30.9% | -30.4% |
| 6M | -15.6% | +24.4% | -40.0% | -40.7% |
| YTD | +5.4% | -11.4% | +16.8% | -4.3% |
| 1Y | +5.2% | -15.6% | +20.8% | -0.1% |
| 3Y | +139.4% | -6.5% | +145.9% | +92.8% |
| 5Y | +66.7% | +5.3% | +61.4% | +23.2% |
| 10Y | +1,422.1% | +239.9% | +1,182.1% | +257.6% |
| All | +7,443.4% | +398.5% | +7,044.9% | +1,041.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling