-77.2%
QID vs TAP
+2.6%
-79.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.4% |
| 7D | +1.8% | -4.5% | +6.3% | +0.9% |
| 30D | +21.6% | +7.5% | +14.2% | +23.5% |
| 3M | +12.6% | -4.9% | +17.5% | +11.2% |
| 6M | +6.9% | -3.5% | +10.4% | +5.6% |
| YTD | -20.5% | -11.4% | -9.1% | -23.3% |
| 1Y | -18.1% | -10.8% | -7.3% | -20.8% |
| 3Y | -70.7% | -24.5% | -46.2% | -73.0% |
| 5Y | -77.2% | +2.5% | -79.7% | -74.8% |
| All | -77.2% | +2.6% | -79.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling