-71.3%
QID vs TD
+132.8%
-204.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -7.1% | +1.1% | -8.3% | -6.2% |
| 30D | +12.6% | +5.2% | +7.4% | +17.8% |
| 3M | +14.2% | +1.2% | +13.0% | +16.3% |
| 6M | +6.2% | +17.7% | -11.6% | +23.0% |
| YTD | -21.8% | +34.2% | -56.0% | +1.9% |
| 1Y | -23.1% | +55.4% | -78.6% | +11.8% |
| 3Y | -71.3% | +130.4% | -201.7% | -42.7% |
| All | -71.3% | +132.8% | -204.2% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling