+1,542.6%
QLD vs TGT
+205.2%
+1,337.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | +12.5% | +2.6% | +9.9% | +11.2% |
| 30D | -15.7% | +6.6% | -22.3% | -18.6% |
| 3M | -11.9% | +5.2% | -17.1% | -14.8% |
| 6M | -10.3% | +35.3% | -45.6% | -24.8% |
| YTD | +15.6% | +70.3% | -54.7% | -15.3% |
| 1Y | +12.1% | +81.2% | -69.0% | -20.9% |
| 3Y | +150.7% | +66.9% | +83.7% | +66.8% |
| 5Y | +86.6% | -27.2% | +113.8% | +100.8% |
| All | +1,542.6% | +205.2% | +1,337.3% | +840.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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