+82.1%
QLD vs TGT
-27.7%
+109.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.0% | +2.6% | +4.4% | +5.8% |
| 30D | -14.3% | +4.7% | -19.0% | -16.2% |
| 3M | -16.0% | +4.6% | -20.5% | -18.3% |
| 6M | -14.2% | +34.9% | -49.1% | -27.0% |
| YTD | +12.8% | +70.9% | -58.2% | -15.8% |
| 1Y | +14.1% | +84.4% | -70.3% | -18.5% |
| 3Y | +146.0% | +69.1% | +76.8% | +59.5% |
| All | +82.1% | -27.7% | +109.8% | +111.8% |
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