-80.7%
QID vs TCOM
+21.5%
-102.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +1.9% |
| 7D | +2.7% | -6.5% | +9.3% | +0.7% |
| 30D | +3.3% | -16.2% | +19.6% | -2.1% |
| 3M | -5.5% | -19.3% | +13.8% | -11.4% |
| 6M | -28.4% | -27.2% | -1.2% | -34.7% |
| YTD | -26.6% | -46.2% | +19.6% | -38.5% |
| 1Y | -34.1% | -46.6% | +12.5% | -44.7% |
| 3Y | -73.7% | +8.4% | -82.1% | -70.0% |
| 5Y | -80.7% | +25.8% | -106.5% | -72.1% |
| All | -80.7% | +21.5% | -102.2% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling