-73.5%
QID vs TDY
+46.9%
-120.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -0.8% |
| 7D | +1.3% | -1.1% | +2.4% | +0.4% |
| 30D | +2.9% | -12.0% | +15.0% | -7.1% |
| 3M | -0.7% | -3.2% | +2.5% | -2.2% |
| 6M | -29.7% | -7.9% | -21.8% | -32.0% |
| YTD | -27.9% | +18.2% | -46.1% | -14.3% |
| 1Y | -34.6% | +6.7% | -41.2% | -28.3% |
| 3Y | -73.5% | +47.5% | -121.1% | -59.3% |
| All | -73.5% | +46.9% | -120.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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