+127.5%
QLD vs TPG
+78.6%
+49.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +2.1% |
| 7D | +1.9% | -6.5% | +8.4% | +6.6% |
| 30D | -1.8% | +0.1% | -1.9% | -2.5% |
| 3M | -0.1% | +14.5% | -14.6% | -10.0% |
| 6M | +32.6% | +17.3% | +15.2% | +16.0% |
| YTD | +27.9% | -20.5% | +48.4% | +45.6% |
| 1Y | +40.3% | -13.2% | +53.5% | +47.5% |
| 3Y | +182.5% | +87.7% | +94.7% | +54.8% |
| All | +127.5% | +78.6% | +49.0% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling