+105.7%
QLD vs TPG
+77.8%
+27.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | +0.6% |
| 7D | +12.5% | +4.2% | +8.3% | +9.5% |
| 30D | -15.7% | +13.5% | -29.2% | -23.0% |
| 3M | -11.9% | -3.3% | -8.6% | -11.0% |
| 6M | -10.3% | +11.8% | -22.0% | -18.7% |
| YTD | +15.6% | -20.9% | +36.5% | +31.2% |
| 1Y | +12.1% | -13.1% | +25.3% | +18.0% |
| 3Y | +150.7% | +72.9% | +77.7% | +46.2% |
| All | +105.7% | +77.8% | +27.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling