-99.2%
QID vs TAP
-51.4%
-47.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.1% |
| 7D | -1.9% | -5.1% | +3.2% | -3.8% |
| 30D | +1.7% | -8.4% | +10.2% | -1.5% |
| 3M | -3.9% | -3.9% | 0.0% | -5.4% |
| 6M | -30.0% | -14.4% | -15.6% | -34.2% |
| YTD | -28.2% | -14.7% | -13.5% | -32.6% |
| 1Y | -35.6% | -18.7% | -17.0% | -40.9% |
| 3Y | -74.3% | -32.6% | -41.6% | -77.7% |
| 5Y | -80.8% | -1.4% | -79.4% | -78.9% |
| 10Y | -99.2% | -50.4% | -48.8% | -99.2% |
| All | -99.2% | -51.4% | -47.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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