+139.4%
QLD vs TT
+89.7%
+49.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +0.5% |
| 7D | -10.3% | -2.0% | -8.3% | -8.4% |
| 30D | -26.1% | -14.0% | -12.0% | -15.9% |
| 3M | -17.8% | -15.9% | -1.9% | -4.9% |
| 6M | -15.6% | -17.3% | +1.8% | -1.1% |
| YTD | +5.4% | +4.0% | +1.4% | -0.2% |
| 1Y | +5.2% | -7.1% | +12.3% | +10.6% |
| 3Y | +139.4% | +90.2% | +49.2% | +34.8% |
| All | +139.4% | +89.7% | +49.7% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling