+357.4%
TRV vs QLD
+1,470.2%
-1,112.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -1.2% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | +7.2% | -19.6% | +26.8% | +11.0% |
| 3M | +3.2% | -14.1% | +17.3% | +5.4% |
| 6M | +33.6% | -13.6% | +47.2% | +34.9% |
| YTD | +37.8% | +12.5% | +25.2% | +31.3% |
| 1Y | +43.4% | +13.1% | +30.2% | +36.2% |
| 3Y | +146.7% | +154.7% | -8.1% | +89.6% |
| 5Y | +176.1% | +81.1% | +95.0% | +119.0% |
| 10Y | +357.4% | +1,418.0% | -1,060.6% | +127.8% |
| All | +357.4% | +1,470.2% | -1,112.8% | +127.8% |
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