+121.0%
QLD vs TTMI
+804.2%
-683.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -3.6% |
| 7D | +0.6% | +5.9% | -5.3% | -2.1% |
| 30D | -0.1% | -4.3% | +4.2% | +0.7% |
| 3M | -8.4% | -32.0% | +23.7% | +5.9% |
| 6M | +32.2% | +19.5% | +12.7% | +13.1% |
| YTD | +28.9% | +82.0% | -53.1% | -13.9% |
| 1Y | +43.8% | +172.6% | -128.8% | -26.1% |
| 3Y | +176.6% | +744.7% | -568.1% | -31.8% |
| All | +121.0% | +804.2% | -683.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling