+508.5%
TTD vs QLD
+1,468.8%
-960.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +3.2% |
| 7D | +21.3% | +7.0% | +14.3% | +15.6% |
| 30D | +28.7% | -14.3% | +43.1% | +42.9% |
| 3M | +7.7% | -16.0% | +23.7% | +20.2% |
| 6M | -23.5% | -14.2% | -9.2% | -19.7% |
| YTD | -58.7% | +12.8% | -71.4% | -65.9% |
| 1Y | -63.4% | +14.1% | -77.5% | -70.2% |
| 3Y | -75.3% | +146.0% | -221.3% | -90.3% |
| 5Y | -84.4% | +82.0% | -166.4% | -92.2% |
| All | +508.5% | +1,468.8% | -960.3% | -33.8% |
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 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