+91.8%
QLD vs TRMB
-34.2%
+126.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.5% | +2.0% |
| 7D | -1.2% | +4.1% | -5.3% | -4.2% |
| 30D | -15.7% | -5.1% | -10.6% | -14.8% |
| 3M | -10.0% | -2.6% | -7.4% | -11.9% |
| 6M | -11.2% | -2.7% | -8.5% | -14.5% |
| YTD | +16.4% | -27.9% | +44.3% | +45.8% |
| 1Y | +12.7% | -29.0% | +41.7% | +43.0% |
| 3Y | +152.3% | +35.0% | +117.3% | +62.7% |
| 5Y | +91.8% | -33.9% | +125.7% | +188.9% |
| All | +91.8% | -34.2% | +126.0% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling