-34.6%
QID vs TPG
-16.9%
-17.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.2% |
| 7D | +1.3% | -9.4% | +10.7% | -2.3% |
| 30D | +2.9% | -5.3% | +8.2% | +1.3% |
| 3M | -0.7% | +12.9% | -13.6% | +5.2% |
| 6M | -29.7% | +20.1% | -49.8% | -23.2% |
| YTD | -27.9% | -22.5% | -5.4% | -30.7% |
| 1Y | -34.6% | -19.7% | -14.9% | -35.3% |
| All | -34.6% | -16.9% | -17.7% | -35.3% |
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