-80.8%
QID vs TAP
0.0%
-80.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | -0.7% |
| 7D | -2.7% | -2.3% | -0.4% | -3.3% |
| 30D | +1.8% | -9.4% | +11.2% | -0.5% |
| 3M | -2.2% | -0.8% | -1.4% | -2.2% |
| 6M | -32.1% | -14.7% | -17.4% | -35.2% |
| YTD | -28.6% | -13.9% | -14.6% | -31.4% |
| 1Y | -36.3% | -18.6% | -17.7% | -40.3% |
| 3Y | -74.4% | -32.0% | -42.4% | -77.3% |
| 5Y | -80.8% | -1.0% | -79.8% | -78.8% |
| All | -80.8% | 0.0% | -80.7% | -78.8% |
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