-99.1%
QID vs TKO
+989.7%
-1,088.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.6% |
| 7D | +1.3% | +2.3% | -1.0% | +2.3% |
| 30D | +2.9% | -2.5% | +5.4% | +2.0% |
| 3M | -0.7% | -10.6% | +9.9% | -5.3% |
| 6M | -29.7% | -5.1% | -24.6% | -30.6% |
| YTD | -27.9% | -8.2% | -19.6% | -29.6% |
| 1Y | -34.6% | -4.4% | -30.1% | -34.7% |
| 3Y | -73.5% | +100.4% | -173.9% | -60.8% |
| 5Y | -81.0% | +294.3% | -375.3% | -58.2% |
| All | -99.1% | +989.7% | -1,088.8% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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