-72.0%
TTD vs QLD
+13.1%
-85.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.6% |
| 7D | +3.7% | -9.4% | +13.1% | +5.4% |
| 30D | +10.4% | -17.1% | +27.5% | +13.8% |
| 3M | -31.6% | -10.4% | -21.2% | -30.5% |
| 6M | -45.1% | +0.7% | -45.8% | -47.2% |
| YTD | -65.1% | +17.7% | -82.9% | -68.3% |
| 1Y | -72.0% | +14.7% | -86.7% | -74.3% |
| All | -72.0% | +13.1% | -85.1% | -74.3% |
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