+1,351.8%
QLD vs TTMI
+352.8%
+999.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.3% | -0.7% |
| 7D | -10.3% | -19.8% | +9.5% | -1.0% |
| 30D | -26.1% | -48.1% | +22.1% | -3.0% |
| 3M | -17.8% | -51.2% | +33.5% | +9.4% |
| 6M | -15.6% | -59.6% | +44.0% | +19.3% |
| YTD | +5.4% | -3.6% | +9.0% | -12.6% |
| 1Y | +5.2% | -2.3% | +7.6% | -15.3% |
| 3Y | +139.4% | +369.4% | -229.9% | -28.4% |
| 5Y | +66.7% | +365.4% | -298.7% | -51.9% |
| All | +1,351.8% | +352.8% | +999.1% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling