+139.4%
QLD vs TTMI
+355.9%
-216.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.3% | 0.0% |
| 7D | -10.3% | -19.8% | +9.5% | -3.2% |
| 30D | -26.1% | -48.1% | +22.1% | -8.7% |
| 3M | -17.8% | -51.2% | +33.5% | +2.8% |
| 6M | -15.6% | -59.6% | +44.0% | +11.1% |
| YTD | +5.4% | -3.6% | +9.0% | -7.6% |
| 1Y | +5.2% | -2.3% | +7.6% | -9.9% |
| 3Y | +139.4% | +369.4% | -229.9% | -13.4% |
| All | +139.4% | +355.9% | -216.4% | -13.4% |
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