-83.5%
TTD vs QLD
+134.4%
-217.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.7% | +9.6% | +2.7% |
| 7D | -1.9% | -18.6% | +16.6% | +7.5% |
| 30D | +7.5% | -28.3% | +35.7% | +24.6% |
| 3M | -32.4% | -20.4% | -12.1% | -26.0% |
| 6M | -47.9% | -14.3% | -33.7% | -46.9% |
| YTD | -66.3% | +2.8% | -69.0% | -69.2% |
| 1Y | -73.1% | -1.2% | -71.9% | -75.0% |
| All | -83.5% | +134.4% | -217.8% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling