+1,325.3%
TRV vs QLD
+7,369.0%
-6,043.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -2.7% |
| 7D | -0.3% | -10.3% | +10.0% | +2.7% |
| 30D | +9.6% | -26.1% | +35.7% | +19.1% |
| 3M | +2.7% | -17.8% | +20.5% | +7.8% |
| 6M | +32.0% | -15.6% | +47.6% | +34.9% |
| YTD | +37.8% | +5.4% | +32.4% | +30.1% |
| 1Y | +45.2% | +5.2% | +40.0% | +36.7% |
| 3Y | +145.3% | +139.4% | +5.8% | +65.8% |
| 5Y | +172.3% | +66.7% | +105.6% | +89.6% |
| 10Y | +367.3% | +1,422.1% | -1,054.7% | +12.4% |
| All | +1,325.3% | +7,369.0% | -6,043.6% | +23.9% |
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