+121.0%
QLD vs TRGP
+621.9%
-500.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.1% |
| 30D | -0.1% | +11.5% | -11.6% | -6.1% |
| 3M | -8.4% | +9.0% | -17.4% | -13.6% |
| 6M | +32.2% | +20.5% | +11.7% | +16.6% |
| YTD | +28.9% | +59.5% | -30.6% | -3.7% |
| 1Y | +43.8% | +77.9% | -34.1% | -0.7% |
| 3Y | +176.6% | +253.6% | -77.0% | +25.5% |
| All | +121.0% | +621.9% | -500.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling