+141.1%
QLD vs TRMB
+32.5%
+108.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.8% | -16.6% | +12.8% | +5.6% |
| 30D | -20.5% | -8.9% | -11.7% | -18.1% |
| 3M | -14.6% | -6.3% | -8.3% | -14.1% |
| 6M | -14.7% | -10.0% | -4.7% | -12.3% |
| YTD | +11.2% | -30.1% | +41.3% | +38.7% |
| 1Y | +7.1% | -31.3% | +38.4% | +35.3% |
| 3Y | +141.1% | +30.8% | +110.3% | +101.1% |
| All | +141.1% | +32.5% | +108.6% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling