+18.3%
TMO vs QLD
+77.5%
-59.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.8% | -2.9% | +2.1% |
| 7D | +5.7% | -1.4% | +7.1% | +6.0% |
| 30D | +9.7% | -19.6% | +29.2% | +15.7% |
| 3M | +21.6% | -14.1% | +35.7% | +25.9% |
| 6M | +55.5% | -13.6% | +69.1% | +58.7% |
| YTD | +24.9% | +12.5% | +12.3% | +17.5% |
| 1Y | +26.5% | +13.1% | +13.4% | +18.6% |
| 3Y | +64.0% | +154.7% | -90.7% | +14.5% |
| 5Y | +18.3% | +81.1% | -62.7% | -18.3% |
| All | +18.3% | +77.5% | -59.2% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling