+9,127.5%
QLD vs TDG
+13,444.4%
-4,316.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +2.1% |
| 30D | -0.1% | -7.4% | +7.3% | +5.3% |
| 3M | -8.4% | -5.4% | -3.0% | -5.7% |
| 6M | +32.2% | -11.6% | +43.8% | +42.1% |
| YTD | +28.9% | -12.6% | +41.5% | +38.8% |
| 1Y | +43.8% | -9.3% | +53.2% | +49.7% |
| 3Y | +176.6% | +49.2% | +127.4% | +97.7% |
| 5Y | +121.6% | +132.1% | -10.6% | +18.7% |
| 10Y | +1,652.9% | +544.8% | +1,108.1% | +275.0% |
| All | +9,127.5% | +13,444.4% | -4,316.9% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling