-99.1%
QID vs TD
+306.3%
-405.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.1% |
| 7D | +1.3% | -0.5% | +1.8% | +0.7% |
| 30D | +2.9% | -1.9% | +4.8% | +1.2% |
| 3M | -0.7% | +4.8% | -5.5% | +5.0% |
| 6M | -29.7% | +28.0% | -57.7% | -7.2% |
| YTD | -27.9% | +30.3% | -58.2% | -2.6% |
| 1Y | -34.6% | +59.8% | -94.3% | +9.9% |
| 3Y | -73.5% | +124.7% | -198.2% | -33.0% |
| 5Y | -81.0% | +127.0% | -208.0% | -45.4% |
| All | -99.1% | +306.3% | -405.4% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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