+1,520.2%
QLD vs TDG
+579.3%
+940.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +3.6% |
| 7D | -1.2% | +2.3% | -3.5% | -2.4% |
| 30D | -15.7% | +11.2% | -26.9% | -21.4% |
| 3M | -10.0% | +0.2% | -10.3% | -10.4% |
| 6M | -11.2% | +3.9% | -15.1% | -14.4% |
| YTD | +16.4% | -6.4% | +22.7% | +18.9% |
| 1Y | +12.7% | -3.8% | +16.5% | +12.8% |
| 3Y | +152.3% | +46.8% | +105.5% | +89.8% |
| 5Y | +91.8% | +128.3% | -36.5% | +11.1% |
| 10Y | +1,520.2% | +569.3% | +950.9% | +437.6% |
| All | +1,520.2% | +579.3% | +940.9% | +437.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling