+82.1%
QLD vs TAP
+0.6%
+81.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -3.1% |
| 7D | +7.0% | +1.3% | +5.7% | +6.7% |
| 30D | -14.3% | +5.7% | -20.0% | -15.6% |
| 3M | -16.0% | -1.9% | -14.1% | -16.0% |
| 6M | -14.2% | +0.9% | -15.2% | -15.3% |
| YTD | +12.8% | -9.5% | +22.3% | +13.8% |
| 1Y | +14.1% | -9.0% | +23.0% | +14.6% |
| 3Y | +146.0% | -22.2% | +168.2% | +157.2% |
| All | +82.1% | +0.6% | +81.5% | +68.4% |
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