+146.0%
QLD vs TRMB
+34.0%
+112.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.3% |
| 7D | +7.0% | +2.8% | +4.2% | +5.3% |
| 30D | -14.3% | -5.9% | -8.5% | -13.5% |
| 3M | -16.0% | -3.3% | -12.7% | -17.2% |
| 6M | -14.2% | +1.3% | -15.6% | -19.3% |
| YTD | +12.8% | -29.0% | +41.7% | +39.4% |
| 1Y | +14.1% | -27.8% | +41.8% | +38.9% |
| 3Y | +146.0% | +36.3% | +109.7% | +99.6% |
| All | +146.0% | +34.0% | +112.0% | +99.6% |
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