+184.2%
QLD vs TDG
+50.9%
+133.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.5% |
| 30D | -1.8% | -6.5% | +4.7% | +2.2% |
| 3M | -1.8% | -5.1% | +3.3% | +0.5% |
| 6M | +36.9% | -11.5% | +48.4% | +45.6% |
| YTD | +28.7% | -13.9% | +42.6% | +38.3% |
| 1Y | +41.9% | -11.5% | +53.3% | +48.2% |
| 3Y | +184.2% | +53.7% | +130.6% | +100.2% |
| All | +184.2% | +50.9% | +133.3% | +100.2% |
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