-100.0%
QID vs TD
+921.9%
-1,021.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -1.8% |
| 7D | -0.6% | +0.3% | -0.9% | -0.2% |
| 30D | 0.0% | +0.4% | -0.4% | +0.7% |
| 3M | +3.7% | +7.6% | -3.9% | +13.3% |
| 6M | -29.9% | +25.0% | -54.8% | -9.1% |
| YTD | -28.8% | +31.0% | -59.8% | -2.6% |
| 1Y | -37.2% | +65.2% | -102.4% | +10.6% |
| 3Y | -73.7% | +122.5% | -196.2% | -32.9% |
| 5Y | -80.7% | +124.8% | -205.5% | -43.9% |
| 10Y | -99.1% | +298.2% | -397.3% | -93.6% |
| All | -100.0% | +921.9% | -1,021.8% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling