+1,315.8%
QLD vs TRMB
+104.0%
+1,211.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.1% | -11.6% | -11.8% |
| 7D | -18.6% | -17.9% | -0.7% | -6.8% |
| 30D | -28.3% | -12.0% | -16.3% | -22.8% |
| 3M | -20.4% | -8.4% | -12.0% | -17.7% |
| 6M | -14.3% | -21.5% | +7.3% | -1.5% |
| YTD | +2.8% | -31.5% | +34.3% | +31.7% |
| 1Y | -1.2% | -33.4% | +32.2% | +29.6% |
| 3Y | +135.3% | +26.5% | +108.8% | +74.3% |
| 5Y | +62.6% | -37.9% | +100.5% | +128.7% |
| All | +1,315.8% | +104.0% | +1,211.8% | +871.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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