+153.8%
QLD vs TW
+41.7%
+112.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | -1.2% | +2.8% | -4.0% | -1.6% |
| 30D | -15.7% | +18.1% | -33.8% | -17.9% |
| 3M | -10.0% | +25.2% | -35.3% | -13.3% |
| 6M | -11.2% | +19.1% | -30.3% | -13.8% |
| YTD | +16.4% | +21.9% | -5.6% | +10.9% |
| 1Y | +12.7% | +18.9% | -6.3% | +8.5% |
| All | +153.8% | +41.7% | +112.1% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling