+184.2%
QLD vs TPG
+98.7%
+85.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.8% |
| 7D | +3.0% | -2.9% | +5.8% | +4.7% |
| 30D | -1.8% | +5.0% | -6.9% | -5.1% |
| 3M | -1.8% | +24.9% | -26.7% | -14.9% |
| 6M | +36.9% | +21.1% | +15.8% | +19.9% |
| YTD | +28.7% | -17.3% | +45.9% | +42.1% |
| 1Y | +41.9% | -9.8% | +51.7% | +45.8% |
| 3Y | +184.2% | +95.4% | +88.8% | +70.8% |
| All | +184.2% | +98.7% | +85.5% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling