+67.2%
QLD vs TW
+37.3%
+29.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -10.3% | +4.2% | -14.5% | -12.1% |
| 30D | -26.1% | +18.9% | -45.0% | -32.5% |
| 3M | -17.8% | +23.8% | -41.5% | -26.8% |
| 6M | -15.6% | +17.0% | -32.6% | -24.2% |
| YTD | +5.4% | +19.2% | -13.9% | -8.5% |
| 1Y | +5.2% | +20.1% | -14.9% | -9.4% |
| 3Y | +139.4% | +40.5% | +98.9% | +67.0% |
| All | +67.2% | +37.3% | +29.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling