+1,646.5%
QLD vs TRGP
+843.4%
+803.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.6% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | -1.8% | +14.6% | -16.4% | -6.4% |
| 3M | -1.8% | +11.9% | -13.7% | -6.3% |
| 6M | +36.9% | +25.3% | +11.6% | +25.0% |
| YTD | +28.7% | +61.9% | -33.2% | +7.5% |
| 1Y | +41.9% | +87.3% | -45.4% | +12.0% |
| 3Y | +184.2% | +268.0% | -83.8% | +80.4% |
| 5Y | +122.1% | +638.2% | -516.1% | +14.8% |
| 10Y | +1,646.5% | +821.9% | +824.5% | +692.1% |
| All | +1,646.5% | +843.4% | +803.1% | +692.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling