+84.3%
QLD vs TDG
+116.2%
-31.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.7% |
| 7D | -3.8% | +1.4% | -5.2% | -4.7% |
| 30D | -20.5% | +10.6% | -31.2% | -27.4% |
| 3M | -14.6% | +0.2% | -14.8% | -15.2% |
| 6M | -14.7% | +0.9% | -15.5% | -17.1% |
| YTD | +11.2% | -7.8% | +19.0% | +15.2% |
| 1Y | +7.1% | -4.9% | +12.0% | +7.3% |
| 3Y | +141.1% | +44.5% | +96.6% | +45.4% |
| 5Y | +84.3% | +117.7% | -33.4% | -35.6% |
| All | +84.3% | +116.2% | -31.9% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling