-70.7%
QID vs TAP
-23.3%
-47.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +1.8% | -4.5% | +6.3% | +1.9% |
| 30D | +21.6% | +7.5% | +14.2% | +21.4% |
| 3M | +12.6% | -4.9% | +17.5% | +12.4% |
| 6M | +6.9% | -3.5% | +10.4% | +6.3% |
| YTD | -20.5% | -11.4% | -9.1% | -21.3% |
| 1Y | -18.1% | -10.8% | -7.3% | -18.8% |
| 3Y | -70.7% | -24.5% | -46.2% | -72.5% |
| All | -70.7% | -23.3% | -47.4% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling