+97.8%
QLD vs TPG
+80.3%
+17.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -3.8% | +2.0% | -5.8% | -4.7% |
| 30D | -20.5% | +9.1% | -29.6% | -25.5% |
| 3M | -14.6% | +1.0% | -15.7% | -16.3% |
| 6M | -14.7% | +13.3% | -28.0% | -23.4% |
| YTD | +11.2% | -19.8% | +30.9% | +25.0% |
| 1Y | +7.1% | -6.2% | +13.3% | +6.4% |
| 3Y | +141.1% | +75.4% | +65.7% | +39.3% |
| All | +97.8% | +80.3% | +17.5% | +1.8% |
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