+464.6%
TTD vs QLD
+1,375.1%
-910.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -1.0% |
| 7D | +5.2% | -10.3% | +15.5% | +13.1% |
| 30D | +6.9% | -26.1% | +33.0% | +32.0% |
| 3M | -26.8% | -17.8% | -9.1% | -17.7% |
| 6M | -46.1% | -15.6% | -30.6% | -43.3% |
| YTD | -65.9% | +5.4% | -71.3% | -70.4% |
| 1Y | -71.8% | +5.2% | -77.1% | -75.7% |
| 3Y | -83.3% | +139.4% | -222.8% | -93.4% |
| 5Y | -81.1% | +66.7% | -147.8% | -89.9% |
| All | +464.6% | +1,375.1% | -910.5% | -31.6% |
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