+1,765.0%
TMO vs QLD
+9,036.4%
-7,271.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | +6.2% | -0.1% | +6.4% | +6.1% |
| 3M | +27.5% | -8.4% | +35.8% | +29.3% |
| 6M | +20.0% | +32.2% | -12.3% | +5.3% |
| YTD | +6.1% | +28.9% | -22.8% | -6.1% |
| 1Y | +25.8% | +43.8% | -18.0% | +6.0% |
| 3Y | +11.2% | +176.6% | -165.4% | -31.5% |
| 5Y | +9.6% | +121.6% | -112.0% | -32.2% |
| 10Y | +317.8% | +1,652.9% | -1,335.2% | -6.3% |
| All | +1,765.0% | +9,036.4% | -7,271.4% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling