-100.0%
QID vs TAP
+91.8%
-191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.6% | -2.3% | +1.7% | -1.9% |
| 30D | 0.0% | -2.1% | +2.1% | -1.1% |
| 3M | +3.7% | +6.6% | -2.9% | +7.2% |
| 6M | -29.9% | -11.5% | -18.4% | -34.9% |
| YTD | -28.8% | -10.3% | -18.5% | -33.4% |
| 1Y | -37.2% | -14.4% | -22.8% | -42.9% |
| 3Y | -73.7% | -28.3% | -45.4% | -77.9% |
| 5Y | -80.7% | +1.7% | -82.5% | -78.4% |
| 10Y | -99.1% | -49.2% | -49.9% | -99.3% |
| All | -100.0% | +91.8% | -191.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling