+129.3%
QLD vs TPG
+92.2%
+37.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.1% |
| 7D | +0.6% | -2.4% | +3.0% | +2.3% |
| 30D | -0.1% | +11.1% | -11.2% | -7.6% |
| 3M | -8.4% | +26.3% | -34.6% | -22.7% |
| 6M | +32.2% | +18.3% | +13.9% | +15.3% |
| YTD | +28.9% | -14.4% | +43.3% | +39.7% |
| 1Y | +43.8% | -6.7% | +50.6% | +44.1% |
| 3Y | +176.6% | +111.5% | +65.1% | +39.0% |
| All | +129.3% | +92.2% | +37.1% | +13.8% |
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 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