+7,443.4%
QLD vs TGT
+439.2%
+7,004.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.4% |
| 7D | -10.3% | +2.6% | -12.9% | -11.8% |
| 30D | -26.1% | +5.0% | -31.0% | -28.9% |
| 3M | -17.8% | +8.5% | -26.3% | -23.1% |
| 6M | -15.6% | +23.8% | -39.3% | -29.2% |
| YTD | +5.4% | +66.5% | -61.1% | -28.6% |
| 1Y | +5.2% | +84.9% | -79.7% | -34.1% |
| 3Y | +139.4% | +59.2% | +80.2% | +47.0% |
| 5Y | +66.7% | -27.2% | +93.9% | +76.9% |
| 10Y | +1,422.1% | +221.5% | +1,200.6% | +373.1% |
| All | +7,443.4% | +439.2% | +7,004.3% | +1,275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling