-63.8%
TTD vs QLD
+13.0%
-76.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +2.6% |
| 7D | +20.8% | -1.2% | +22.0% | +20.4% |
| 30D | +33.8% | -15.7% | +49.5% | +36.6% |
| 3M | +17.8% | -10.0% | +27.9% | +18.8% |
| 6M | -25.7% | -11.2% | -14.5% | -25.2% |
| YTD | -57.9% | +16.4% | -74.3% | -61.6% |
| 1Y | -63.8% | +12.7% | -76.5% | -66.7% |
| All | -63.8% | +13.0% | -76.9% | -66.7% |
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