+173.8%
TRV vs QLD
+66.7%
+107.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -2.1% |
| 7D | -0.3% | -10.3% | +10.0% | +0.5% |
| 30D | +9.6% | -26.1% | +35.7% | +11.9% |
| 3M | +2.7% | -17.8% | +20.5% | +4.0% |
| 6M | +32.0% | -15.6% | +47.6% | +32.6% |
| YTD | +37.8% | +5.4% | +32.4% | +34.9% |
| 1Y | +45.2% | +5.2% | +40.0% | +42.1% |
| 3Y | +145.3% | +139.4% | +5.8% | +114.7% |
| All | +173.8% | +66.7% | +107.1% | +135.0% |
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