-72.2%
TTD vs QLD
+46.1%
-118.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | +6.3% | +0.6% | +5.8% | +6.2% |
| 30D | -23.9% | -0.1% | -23.8% | -23.9% |
| 3M | -31.4% | -8.4% | -23.0% | -29.7% |
| 6M | -42.7% | +32.2% | -74.9% | -49.2% |
| YTD | -62.0% | +28.9% | -90.9% | -65.9% |
| 1Y | -72.2% | +43.8% | -116.0% | -75.8% |
| All | -72.2% | +46.1% | -118.3% | -75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling