+8.4%
QLD vs TT
-2.5%
+10.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +3.3% |
| 7D | -1.4% | +1.7% | -3.2% | -2.4% |
| 30D | -19.6% | -11.8% | -7.8% | -12.4% |
| 3M | -14.1% | -12.6% | -1.5% | -6.1% |
| 6M | -13.6% | -9.4% | -4.3% | -7.4% |
| YTD | +12.5% | +8.8% | +3.7% | +10.2% |
| All | +8.4% | -2.5% | +10.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling