+1,418.0%
QLD vs TRMB
+105.8%
+1,312.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +5.9% |
| 7D | -1.4% | -17.0% | +15.5% | +11.9% |
| 30D | -19.6% | -9.0% | -10.6% | -15.7% |
| 3M | -14.1% | -8.1% | -6.0% | -11.4% |
| 6M | -13.6% | -10.1% | -3.6% | -10.9% |
| YTD | +12.5% | -30.2% | +42.8% | +42.1% |
| 1Y | +13.1% | -30.7% | +43.8% | +43.5% |
| 3Y | +154.7% | +32.6% | +122.1% | +81.3% |
| 5Y | +81.1% | -38.1% | +119.2% | +155.8% |
| 10Y | +1,418.0% | +98.9% | +1,319.1% | +922.7% |
| All | +1,418.0% | +105.8% | +1,312.2% | +922.7% |
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