-100.0%
QID vs TDY
+1,839.6%
-1,939.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -0.7% |
| 7D | +1.3% | -1.1% | +2.4% | +0.3% |
| 30D | +2.9% | -12.0% | +15.0% | -8.0% |
| 3M | -0.7% | -3.2% | +2.5% | -2.3% |
| 6M | -29.7% | -7.9% | -21.8% | -32.5% |
| YTD | -27.9% | +18.2% | -46.1% | -13.1% |
| 1Y | -34.6% | +6.7% | -41.2% | -27.6% |
| 3Y | -73.5% | +47.5% | -121.1% | -57.4% |
| 5Y | -81.0% | +39.5% | -120.5% | -65.9% |
| 10Y | -99.2% | +477.2% | -576.3% | -92.6% |
| All | -100.0% | +1,839.6% | -1,939.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling