+1,628.2%
QLD vs TRMB
+116.7%
+1,511.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +1.2% |
| 7D | +0.6% | -2.5% | +3.1% | +2.7% |
| 30D | -0.1% | +1.5% | -1.7% | -1.9% |
| 3M | -8.4% | +6.8% | -15.1% | -15.0% |
| 6M | +32.2% | -14.9% | +47.2% | +47.2% |
| YTD | +28.9% | -24.1% | +53.0% | +56.9% |
| 1Y | +43.8% | -25.4% | +69.2% | +77.1% |
| 3Y | +176.6% | +8.0% | +168.6% | +140.2% |
| 5Y | +121.6% | -37.3% | +158.9% | +218.8% |
| All | +1,628.2% | +116.7% | +1,511.5% | +935.0% |
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