+7,256.1%
QLD vs TT
+2,039.5%
+5,216.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.4% | -8.3% | -8.9% |
| 7D | -18.6% | -9.0% | -9.6% | -11.4% |
| 30D | -28.3% | -17.6% | -10.7% | -15.1% |
| 3M | -20.4% | -18.7% | -1.7% | -4.9% |
| 6M | -14.3% | -17.4% | +3.1% | +0.9% |
| YTD | +2.8% | +1.5% | +1.2% | -0.2% |
| 1Y | -1.2% | -9.4% | +8.2% | +5.9% |
| 3Y | +135.3% | +85.1% | +50.2% | +35.8% |
| 5Y | +62.6% | +125.7% | -63.2% | -19.7% |
| 10Y | +1,384.3% | +757.3% | +626.9% | +135.2% |
| All | +7,256.1% | +2,039.5% | +5,216.6% | +412.6% |
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 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