+82.1%
QLD vs TW
+41.2%
+40.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +7.0% | +3.9% | +3.1% | +5.0% |
| 30D | -14.3% | +19.9% | -34.2% | -22.0% |
| 3M | -16.0% | +25.9% | -41.9% | -25.8% |
| 6M | -14.2% | +21.1% | -35.4% | -24.2% |
| YTD | +12.8% | +23.9% | -11.2% | -3.9% |
| 1Y | +14.1% | +21.2% | -7.2% | -1.5% |
| 3Y | +146.0% | +44.8% | +101.2% | +69.7% |
| All | +82.1% | +41.2% | +40.9% | +26.2% |
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