+550.5%
TTD vs QLD
+1,470.2%
-919.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +6.8% | +8.7% | +10.3% |
| 7D | +19.0% | -1.4% | +20.4% | +19.8% |
| 30D | +23.6% | -19.6% | +43.2% | +44.0% |
| 3M | +8.2% | -14.1% | +22.3% | +18.9% |
| 6M | -35.3% | -13.6% | -21.7% | -32.5% |
| YTD | -60.7% | +12.5% | -73.2% | -67.4% |
| 1Y | -65.3% | +13.1% | -78.4% | -71.6% |
| 3Y | -80.6% | +154.7% | -235.3% | -92.6% |
| 5Y | -84.6% | +81.1% | -165.7% | -92.2% |
| 10Y | +550.5% | +1,418.0% | -867.4% | -25.4% |
| All | +550.5% | +1,470.2% | -919.7% | -25.4% |
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