+1,354.1%
TRV vs QLD
+8,093.6%
-6,739.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | +0.1% | +12.5% | -12.4% | -3.5% |
| 30D | +8.0% | -15.7% | +23.7% | +12.7% |
| 3M | +9.3% | -11.9% | +21.2% | +12.2% |
| 6M | +36.2% | -10.3% | +46.5% | +36.6% |
| YTD | +40.6% | +15.6% | +25.0% | +28.9% |
| 1Y | +43.1% | +12.1% | +30.9% | +32.1% |
| 3Y | +149.6% | +150.7% | -1.0% | +66.6% |
| 5Y | +181.6% | +86.6% | +95.0% | +89.1% |
| 10Y | +352.5% | +1,509.7% | -1,157.2% | +7.5% |
| All | +1,354.1% | +8,093.6% | -6,739.5% | +22.8% |
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 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