+8,329.0%
QLD vs TT
+2,137.9%
+6,191.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +3.3% |
| 7D | -9.4% | -8.5% | -0.9% | -2.2% |
| 30D | -17.1% | -12.8% | -4.3% | -6.8% |
| 3M | -10.4% | -12.9% | +2.5% | +0.5% |
| 6M | +0.7% | -15.2% | +16.0% | +15.4% |
| YTD | +17.7% | +6.2% | +11.5% | +9.6% |
| 1Y | +14.7% | -4.5% | +19.2% | +17.1% |
| 3Y | +169.6% | +93.6% | +76.1% | +49.1% |
| 5Y | +86.7% | +141.1% | -54.4% | -13.1% |
| 10Y | +1,600.8% | +796.8% | +804.0% | +158.3% |
| All | +8,329.0% | +2,137.9% | +6,191.1% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling