+7,256.1%
QLD vs TRMB
+435.2%
+6,820.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.1% | -11.6% | -11.9% |
| 7D | -18.6% | -17.9% | -0.7% | -8.3% |
| 30D | -28.3% | -12.0% | -16.3% | -23.3% |
| 3M | -20.4% | -8.4% | -12.0% | -17.8% |
| 6M | -14.3% | -21.5% | +7.3% | -3.2% |
| YTD | +2.8% | -31.5% | +34.3% | +27.1% |
| 1Y | -1.2% | -33.4% | +32.2% | +24.7% |
| 3Y | +135.3% | +26.5% | +108.8% | +88.3% |
| 5Y | +62.6% | -37.9% | +100.5% | +122.1% |
| 10Y | +1,384.3% | +107.3% | +1,276.9% | +823.5% |
| All | +7,256.1% | +435.2% | +6,820.9% | +2,018.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling