-73.5%
QID vs TCOM
+8.0%
-81.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.6% |
| 7D | +1.3% | -4.9% | +6.2% | 0.0% |
| 30D | +2.9% | -14.4% | +17.3% | -1.1% |
| 3M | -0.7% | -17.7% | +16.9% | -5.6% |
| 6M | -29.7% | -25.1% | -4.6% | -34.7% |
| YTD | -27.9% | -45.7% | +17.9% | -38.2% |
| 1Y | -34.6% | -47.9% | +13.3% | -44.3% |
| 3Y | -73.5% | +8.9% | -82.5% | -71.5% |
| All | -73.5% | +8.0% | -81.5% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling