+126.5%
QLD vs TPG
+74.1%
+52.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.6% |
| 7D | -1.2% | -9.4% | +8.2% | +5.5% |
| 30D | -3.0% | -5.3% | +2.3% | 0.0% |
| 3M | -2.8% | +12.9% | -15.7% | -11.7% |
| 6M | +32.0% | +20.1% | +11.9% | +13.6% |
| YTD | +27.3% | -22.5% | +49.8% | +47.4% |
| 1Y | +37.9% | -19.7% | +57.6% | +53.7% |
| 3Y | +174.6% | +81.2% | +93.4% | +54.3% |
| All | +126.5% | +74.1% | +52.3% | +20.1% |
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