+1.5%
QLD vs TTMI
-4.9%
+6.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.3% | +0.5% |
| 7D | -10.3% | -19.8% | +9.5% | -4.6% |
| 30D | -26.1% | -48.1% | +22.1% | -12.5% |
| 3M | -17.8% | -51.2% | +33.5% | -1.7% |
| 6M | -15.6% | -59.6% | +44.0% | +5.3% |
| YTD | +5.4% | -3.6% | +9.0% | +4.3% |
| All | +1.5% | -4.9% | +6.4% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling