+6,009.8%
QLD vs TRGP
+2,035.2%
+3,974.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.4% |
| 7D | -10.3% | -16.0% | +5.7% | -5.1% |
| 30D | -26.1% | -6.4% | -19.6% | -24.6% |
| 3M | -17.8% | -1.0% | -16.8% | -18.1% |
| 6M | -15.6% | +7.0% | -22.5% | -18.6% |
| YTD | +5.4% | +46.1% | -40.7% | -8.8% |
| 1Y | +5.2% | +58.7% | -53.5% | -11.6% |
| 3Y | +139.4% | +221.9% | -82.4% | +60.2% |
| 5Y | +66.7% | +419.9% | -353.2% | -3.7% |
| 10Y | +1,422.1% | +769.8% | +652.3% | +538.5% |
| All | +6,009.8% | +2,035.2% | +3,974.6% | +1,039.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling