+203.6%
TGT vs QID
-99.2%
+302.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | -0.4% |
| 7D | -5.2% | +1.3% | -6.5% | -4.9% |
| 30D | +1.2% | +2.9% | -1.8% | +2.1% |
| 3M | +18.4% | -0.7% | +19.1% | +18.5% |
| 6M | +33.4% | -29.7% | +63.1% | +21.6% |
| YTD | +63.8% | -27.9% | +91.7% | +50.7% |
| 1Y | +77.2% | -34.6% | +111.7% | +59.3% |
| 3Y | +41.8% | -73.5% | +115.3% | +3.4% |
| 5Y | -25.5% | -81.0% | +55.5% | -45.4% |
| All | +203.6% | -99.2% | +302.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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