+311.9%
TMO vs QLD
+1,636.2%
-1,324.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.4% | +3.0% | -2.5% | -0.5% |
| 30D | +1.5% | -1.8% | +3.3% | +2.0% |
| 3M | +28.5% | -1.8% | +30.3% | +27.6% |
| 6M | +20.4% | +36.9% | -16.5% | +6.4% |
| YTD | +4.3% | +28.7% | -24.4% | -6.1% |
| 1Y | +24.1% | +41.9% | -17.8% | +7.6% |
| 3Y | +17.5% | +184.2% | -166.7% | -23.5% |
| 5Y | +6.8% | +122.1% | -115.3% | -29.4% |
| 10Y | +311.9% | +1,646.5% | -1,334.6% | +8.8% |
| All | +311.9% | +1,636.2% | -1,324.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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