+100.6%
QLD vs TPG
+78.3%
+22.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +7.0% | +5.0% | +2.0% | +3.6% |
| 30D | -14.3% | +15.7% | -30.0% | -22.7% |
| 3M | -16.0% | -10.6% | -5.4% | -10.1% |
| 6M | -14.2% | +15.9% | -30.2% | -24.1% |
| YTD | +12.8% | -20.6% | +33.4% | +27.6% |
| 1Y | +14.1% | -11.8% | +25.8% | +18.6% |
| 3Y | +146.0% | +71.6% | +74.4% | +44.4% |
| All | +100.6% | +78.3% | +22.3% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling