+1,628.2%
QLD vs TTMI
+1,052.3%
+576.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -3.9% |
| 7D | +0.6% | +5.9% | -5.3% | -2.4% |
| 30D | -0.1% | -4.3% | +4.2% | +0.7% |
| 3M | -8.4% | -32.0% | +23.7% | +7.0% |
| 6M | +32.2% | +19.5% | +12.7% | +11.4% |
| YTD | +28.9% | +82.0% | -53.1% | -16.2% |
| 1Y | +43.8% | +172.6% | -128.8% | -28.0% |
| 3Y | +176.6% | +744.7% | -568.1% | -31.6% |
| 5Y | +121.6% | +805.6% | -684.0% | -48.8% |
| All | +1,628.2% | +1,052.3% | +576.0% | +260.7% |
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