-22.0%
QID vs TCOM
-39.6%
+17.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.4% |
| 7D | +9.8% | +10.7% | -0.9% | +11.2% |
| 30D | +18.9% | +10.1% | +8.9% | +20.4% |
| 3M | +9.6% | -8.9% | +18.4% | +7.3% |
| 6M | -7.8% | -19.2% | +11.4% | -13.8% |
| YTD | -23.3% | -40.6% | +17.3% | -31.0% |
| 1Y | -22.0% | -39.0% | +17.0% | -28.4% |
| All | -22.0% | -39.6% | +17.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling