+62.6%
QLD vs TT
+128.8%
-66.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.4% | -8.3% | -8.5% |
| 7D | -18.6% | -9.0% | -9.6% | -10.5% |
| 30D | -28.3% | -17.6% | -10.7% | -13.5% |
| 3M | -20.4% | -18.7% | -1.7% | -3.0% |
| 6M | -14.3% | -17.4% | +3.1% | +2.5% |
| YTD | +2.8% | +1.5% | +1.2% | -1.7% |
| 1Y | -1.2% | -9.4% | +8.2% | +6.1% |
| 3Y | +135.3% | +85.1% | +50.2% | +14.1% |
| 5Y | +62.6% | +125.7% | -63.2% | -46.9% |
| All | +62.6% | +128.8% | -66.2% | -46.9% |
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