+121.0%
QLD vs TGT
-21.2%
+142.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | -0.1% | +12.2% | -12.3% | -5.7% |
| 3M | -8.4% | +33.8% | -42.2% | -21.3% |
| 6M | +32.2% | +39.3% | -7.1% | +10.6% |
| YTD | +28.9% | +72.9% | -44.0% | -4.2% |
| 1Y | +43.8% | +84.6% | -40.7% | +2.7% |
| 3Y | +176.6% | +46.2% | +130.4% | +99.3% |
| All | +121.0% | -21.2% | +142.3% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling