-79.6%
QID vs TPG
+71.4%
-151.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.4% | -0.5% |
| 7D | +2.7% | -11.8% | +14.6% | -5.7% |
| 30D | +3.3% | -6.3% | +9.6% | -0.6% |
| 3M | -5.5% | +13.6% | -19.1% | +5.3% |
| 6M | -28.4% | +13.8% | -42.2% | -19.0% |
| YTD | -26.6% | -23.7% | -2.8% | -37.1% |
| 1Y | -34.1% | -18.2% | -16.0% | -39.8% |
| 3Y | -73.7% | +80.1% | -153.8% | -45.8% |
| All | -79.6% | +71.4% | -151.0% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling