+107.0%
QLD vs TPG
+81.2%
+25.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.2% | +4.3% |
| 7D | -1.2% | -1.1% | -0.1% | 0.0% |
| 30D | -15.7% | +10.0% | -25.7% | -21.4% |
| 3M | -10.0% | -0.9% | -9.1% | -10.6% |
| 6M | -11.2% | +15.1% | -26.3% | -21.1% |
| YTD | +16.4% | -19.4% | +35.7% | +30.3% |
| 1Y | +12.7% | -9.0% | +21.6% | +14.6% |
| 3Y | +152.3% | +76.2% | +76.1% | +45.3% |
| All | +107.0% | +81.2% | +25.8% | +6.2% |
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