-100.0%
QID vs TKO
+2,372.2%
-2,472.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | -0.4% |
| 7D | -1.9% | +0.7% | -2.6% | -1.6% |
| 30D | +1.7% | +0.9% | +0.8% | +2.3% |
| 3M | -3.9% | -6.2% | +2.3% | -6.3% |
| 6M | -30.0% | -5.6% | -24.4% | -31.0% |
| YTD | -28.2% | -7.8% | -20.4% | -29.8% |
| 1Y | -35.6% | -1.2% | -34.4% | -34.8% |
| 3Y | -74.3% | +106.5% | -180.8% | -61.7% |
| 5Y | -80.8% | +310.4% | -391.2% | -58.5% |
| 10Y | -99.2% | +987.5% | -1,086.7% | -96.5% |
| All | -100.0% | +2,372.2% | -2,472.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling