+2,084.0%
TMO vs QLD
+7,781.2%
-5,697.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +2.8% | -3.8% | +6.6% | +4.1% |
| 30D | +9.1% | -20.5% | +29.7% | +18.2% |
| 3M | +19.9% | -14.6% | +34.5% | +26.0% |
| 6M | +54.7% | -14.7% | +69.4% | +59.7% |
| YTD | +24.3% | +11.2% | +13.1% | +15.3% |
| 1Y | +25.0% | +7.1% | +18.0% | +17.3% |
| 3Y | +61.7% | +141.1% | -79.4% | +4.4% |
| 5Y | +16.2% | +84.3% | -68.1% | -23.1% |
| 10Y | +378.7% | +1,450.1% | -1,071.4% | +11.5% |
| All | +2,084.0% | +7,781.2% | -5,697.2% | +100.3% |
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 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