+1,227.6%
TRV vs QLD
+9,036.4%
-7,808.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | -3.4% | -0.1% | -3.3% | -3.5% |
| 3M | +26.4% | -8.4% | +34.8% | +27.6% |
| 6M | +19.3% | +32.2% | -12.9% | +6.6% |
| YTD | +28.3% | +28.9% | -0.6% | +15.2% |
| 1Y | +34.3% | +43.8% | -9.5% | +15.4% |
| 3Y | +140.1% | +176.6% | -36.5% | +56.5% |
| 5Y | +155.7% | +121.6% | +34.2% | +63.4% |
| 10Y | +285.5% | +1,652.9% | -1,367.4% | -9.7% |
| All | +1,227.6% | +9,036.4% | -7,808.9% | +9.7% |
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