+1,502.1%
QLD vs TT
+725.1%
+777.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -1.2% |
| 7D | +7.0% | +4.0% | +3.0% | +3.4% |
| 30D | -14.3% | -11.3% | -3.0% | -4.1% |
| 3M | -16.0% | -12.3% | -3.7% | -5.2% |
| 6M | -14.2% | -10.8% | -3.4% | -4.8% |
| YTD | +12.8% | +8.2% | +4.6% | +3.0% |
| 1Y | +14.1% | +1.5% | +12.6% | +10.5% |
| 3Y | +146.0% | +91.5% | +54.5% | +30.2% |
| 5Y | +82.0% | +130.2% | -48.2% | -20.0% |
| All | +1,502.1% | +725.1% | +777.1% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling