-22.0%
QID vs TPG
+0.9%
-23.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -0.7% |
| 7D | +9.8% | +12.5% | -2.7% | +14.0% |
| 30D | +18.9% | +12.7% | +6.2% | +23.6% |
| 3M | +9.6% | +3.5% | +6.1% | +11.0% |
| 6M | -7.8% | +14.1% | -21.9% | -2.0% |
| YTD | -23.3% | -18.5% | -4.8% | -23.8% |
| 1Y | -22.0% | -1.8% | -20.2% | -19.6% |
| All | -22.0% | +0.9% | -23.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling