+8,229.2%
QLD vs TGT
+457.7%
+7,771.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.3% |
| 7D | -1.2% | +0.5% | -1.6% | -1.1% |
| 30D | -15.7% | +6.7% | -22.4% | -19.6% |
| 3M | -10.0% | +8.4% | -18.4% | -15.7% |
| 6M | -11.2% | +40.7% | -51.9% | -31.4% |
| YTD | +16.4% | +72.2% | -55.9% | -22.9% |
| 1Y | +12.7% | +86.2% | -73.5% | -29.6% |
| 3Y | +152.3% | +68.8% | +83.5% | +48.9% |
| 5Y | +91.8% | -25.2% | +117.0% | +100.3% |
| 10Y | +1,520.2% | +210.0% | +1,310.2% | +423.9% |
| All | +8,229.2% | +457.7% | +7,771.6% | +1,387.3% |
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