+9,127.5%
QLD vs TTMI
+863.2%
+8,264.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -3.7% |
| 7D | +0.6% | +5.9% | -5.3% | -2.3% |
| 30D | -0.1% | -4.3% | +4.2% | +0.7% |
| 3M | -8.4% | -32.0% | +23.7% | +6.2% |
| 6M | +32.2% | +19.5% | +12.7% | +13.0% |
| YTD | +28.9% | +82.0% | -53.1% | -12.7% |
| 1Y | +43.8% | +172.6% | -128.8% | -22.3% |
| 3Y | +176.6% | +744.7% | -568.1% | -17.6% |
| 5Y | +121.6% | +805.6% | -684.0% | -37.2% |
| 10Y | +1,652.9% | +1,057.6% | +595.3% | +318.2% |
| All | +9,127.5% | +863.2% | +8,264.3% | +1,527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling