+1,351.8%
QLD vs TRMB
+105.7%
+1,246.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +1.8% |
| 7D | -10.3% | -16.7% | +6.4% | +1.5% |
| 30D | -26.1% | -9.9% | -16.2% | -21.9% |
| 3M | -17.8% | -7.6% | -10.2% | -15.6% |
| 6M | -15.6% | -14.7% | -0.9% | -9.1% |
| YTD | +5.4% | -30.9% | +36.3% | +34.1% |
| 1Y | +5.2% | -31.3% | +36.6% | +34.4% |
| 3Y | +139.4% | +29.4% | +110.0% | +74.0% |
| 5Y | +66.7% | -37.4% | +104.1% | +132.9% |
| All | +1,351.8% | +105.7% | +1,246.1% | +888.8% |
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