+133.5%
QLD vs TRMB
+26.2%
+107.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.1% | -11.6% | -12.0% |
| 7D | -18.6% | -17.9% | -0.7% | -9.7% |
| 30D | -28.3% | -12.0% | -16.3% | -24.4% |
| 3M | -20.4% | -8.4% | -12.0% | -18.8% |
| 6M | -14.3% | -21.5% | +7.3% | -2.7% |
| YTD | +2.8% | -31.5% | +34.3% | +29.8% |
| 1Y | -1.2% | -33.4% | +32.2% | +27.7% |
| All | +133.5% | +26.2% | +107.3% | +93.4% |
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