+527.9%
TTD vs QLD
+1,536.4%
-1,008.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +0.1% |
| 7D | +20.8% | -1.2% | +22.0% | +21.3% |
| 30D | +33.8% | -15.7% | +49.5% | +50.4% |
| 3M | +17.8% | -10.0% | +27.9% | +24.9% |
| 6M | -25.7% | -11.2% | -14.5% | -24.2% |
| YTD | -57.9% | +16.4% | -74.3% | -66.0% |
| 1Y | -63.8% | +12.7% | -76.5% | -70.2% |
| 3Y | -75.0% | +152.3% | -227.3% | -90.3% |
| 5Y | -82.5% | +91.8% | -174.3% | -91.6% |
| 10Y | +527.9% | +1,520.2% | -992.3% | -32.5% |
| All | +527.9% | +1,536.4% | -1,008.5% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling