+606.7%
QLD vs TW
+294.9%
+311.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.2% |
| 7D | -1.2% | +2.8% | -4.0% | -2.8% |
| 30D | -15.7% | +18.1% | -33.8% | -23.8% |
| 3M | -10.0% | +25.2% | -35.3% | -21.9% |
| 6M | -11.2% | +19.1% | -30.3% | -22.7% |
| YTD | +16.4% | +21.9% | -5.6% | -2.3% |
| 1Y | +12.7% | +18.9% | -6.3% | -3.9% |
| 3Y | +152.3% | +41.7% | +110.5% | +80.0% |
| 5Y | +91.8% | +40.4% | +51.4% | +34.5% |
| All | +606.7% | +294.9% | +311.8% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling