+682.9%
QLD vs TW
+221.1%
+461.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.9% |
| 30D | -0.1% | +3.9% | -4.1% | -2.6% |
| 3M | -8.4% | +5.7% | -14.1% | -13.9% |
| 6M | +32.2% | -14.5% | +46.7% | +41.2% |
| YTD | +28.9% | -0.9% | +29.8% | +23.1% |
| 1Y | +43.8% | -13.5% | +57.3% | +49.9% |
| 3Y | +176.6% | +25.0% | +151.6% | +110.3% |
| 5Y | +121.6% | +22.7% | +98.9% | +68.2% |
| All | +682.9% | +221.1% | +461.8% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling