+121.0%
QLD vs TT
+140.2%
-19.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | -0.1% | -7.4% | +7.2% | +7.2% |
| 3M | -8.4% | -3.2% | -5.2% | -5.7% |
| 6M | +32.2% | +1.1% | +31.1% | +29.5% |
| YTD | +28.9% | +15.6% | +13.3% | +9.0% |
| 1Y | +43.8% | +9.2% | +34.7% | +27.9% |
| 3Y | +176.6% | +124.4% | +52.2% | +10.6% |
| All | +121.0% | +140.2% | -19.1% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling