+1,418.0%
QLD vs TT
+782.6%
+635.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +2.5% |
| 7D | -1.4% | +1.7% | -3.2% | -2.6% |
| 30D | -19.6% | -11.8% | -7.8% | -9.5% |
| 3M | -14.1% | -12.6% | -1.5% | -2.9% |
| 6M | -13.6% | -9.4% | -4.3% | -5.6% |
| YTD | +12.5% | +8.8% | +3.7% | +2.2% |
| 1Y | +13.1% | -2.5% | +15.7% | +13.8% |
| 3Y | +154.7% | +95.7% | +59.1% | +32.3% |
| 5Y | +81.1% | +135.7% | -54.7% | -22.0% |
| 10Y | +1,418.0% | +750.6% | +667.4% | +124.2% |
| All | +1,418.0% | +782.6% | +635.4% | +124.2% |
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