+176.1%
QLD vs TTMI
+746.9%
-570.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -3.0% |
| 7D | +0.6% | +5.9% | -5.3% | -1.7% |
| 30D | -0.1% | -4.3% | +4.2% | +0.7% |
| 3M | -8.4% | -32.0% | +23.7% | +3.9% |
| 6M | +32.2% | +19.5% | +12.7% | +16.8% |
| YTD | +28.9% | +82.0% | -53.1% | -7.6% |
| 1Y | +43.8% | +172.6% | -128.8% | -18.3% |
| All | +176.1% | +746.9% | -570.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling