+9,127.5%
QLD vs TAP
+95.1%
+9,032.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | -2.3% | +2.9% | +1.8% |
| 30D | -0.1% | -2.1% | +2.0% | +0.7% |
| 3M | -8.4% | +6.6% | -15.0% | -13.2% |
| 6M | +32.2% | -11.5% | +43.7% | +38.1% |
| YTD | +28.9% | -10.3% | +39.2% | +31.9% |
| 1Y | +43.8% | -14.4% | +58.2% | +49.7% |
| 3Y | +176.6% | -28.3% | +204.9% | +208.1% |
| 5Y | +121.6% | +1.7% | +119.9% | +92.2% |
| 10Y | +1,652.9% | -49.2% | +1,702.1% | +2,119.4% |
| All | +9,127.5% | +95.1% | +9,032.3% | +3,850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling