+1,418.0%
QLD vs TGT
+237.9%
+1,180.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.4% |
| 7D | -1.4% | +4.7% | -6.2% | -3.5% |
| 30D | -19.6% | +8.0% | -27.6% | -22.8% |
| 3M | -14.1% | +11.7% | -25.8% | -19.5% |
| 6M | -13.6% | +34.7% | -48.4% | -27.5% |
| YTD | +12.5% | +74.4% | -61.9% | -18.4% |
| 1Y | +13.1% | +89.2% | -76.0% | -21.9% |
| 3Y | +154.7% | +73.4% | +81.3% | +66.3% |
| 5Y | +81.1% | -24.0% | +105.1% | +90.5% |
| 10Y | +1,418.0% | +225.5% | +1,192.5% | +762.7% |
| All | +1,418.0% | +237.9% | +1,180.1% | +762.7% |
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