+141.1%
QLD vs TDG
+45.5%
+95.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -3.8% | +1.4% | -5.2% | -4.4% |
| 30D | -20.5% | +10.6% | -31.2% | -25.4% |
| 3M | -14.6% | +0.2% | -14.8% | -14.9% |
| 6M | -14.7% | +0.9% | -15.5% | -16.1% |
| YTD | +11.2% | -7.8% | +19.0% | +14.7% |
| 1Y | +7.1% | -4.9% | +12.0% | +7.6% |
| 3Y | +141.1% | +44.5% | +96.6% | +62.6% |
| All | +141.1% | +45.5% | +95.6% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling