-80.8%
QID vs TRMB
-39.0%
-41.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | -1.6% |
| 7D | -1.9% | -2.9% | +1.0% | -4.4% |
| 30D | +1.7% | -1.8% | +3.5% | +0.2% |
| 3M | -3.9% | +8.4% | -12.3% | +3.3% |
| 6M | -30.0% | -18.5% | -11.5% | -41.7% |
| YTD | -28.2% | -26.7% | -1.5% | -45.7% |
| 1Y | -35.6% | -28.3% | -7.3% | -51.4% |
| 3Y | -74.3% | +12.6% | -86.9% | -64.6% |
| 5Y | -80.8% | -38.7% | -42.1% | -81.8% |
| All | -80.8% | -39.0% | -41.8% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling