+176.1%
QLD vs TGT
+46.3%
+129.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -0.1% | +12.2% | -12.3% | -3.2% |
| 3M | -8.4% | +33.8% | -42.2% | -15.9% |
| 6M | +32.2% | +39.3% | -7.1% | +19.5% |
| YTD | +28.9% | +72.9% | -44.0% | +8.6% |
| 1Y | +43.8% | +84.6% | -40.7% | +18.3% |
| All | +176.1% | +46.3% | +129.8% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling