-99.1%
QID vs TAP
-47.8%
-51.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.9% |
| 7D | -1.1% | -8.0% | +6.9% | -3.9% |
| 30D | +14.4% | +4.1% | +10.3% | +15.9% |
| 3M | +6.7% | -4.4% | +11.0% | +4.8% |
| 6M | +2.6% | -1.9% | +4.5% | +1.5% |
| YTD | -24.2% | -12.1% | -12.1% | -28.1% |
| 1Y | -22.3% | -12.0% | -10.3% | -26.3% |
| 3Y | -72.0% | -25.0% | -47.0% | -74.7% |
| 5Y | -78.2% | -1.1% | -77.1% | -76.2% |
| 10Y | -99.1% | -47.6% | -51.4% | -99.0% |
| All | -99.1% | -47.8% | -51.2% | -99.0% |
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