+67.2%
QLD vs TAP
+2.0%
+65.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.4% |
| 7D | -10.3% | +0.5% | -10.8% | -10.4% |
| 30D | -26.1% | +9.1% | -35.2% | -27.7% |
| 3M | -17.8% | -3.8% | -14.0% | -17.4% |
| 6M | -15.6% | -3.4% | -12.1% | -15.6% |
| YTD | +5.4% | -10.6% | +16.0% | +6.6% |
| 1Y | +5.2% | -4.4% | +9.6% | +3.4% |
| 3Y | +139.4% | -24.4% | +163.8% | +153.2% |
| All | +67.2% | +2.0% | +65.2% | +53.8% |
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