-100.0%
QID vs TRMB
+424.0%
-523.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -1.1% |
| 7D | -0.6% | -2.5% | +1.9% | -2.4% |
| 30D | 0.0% | +1.5% | -1.5% | +1.2% |
| 3M | +3.7% | +6.8% | -3.0% | +9.0% |
| 6M | -29.9% | -14.9% | -14.9% | -36.7% |
| YTD | -28.8% | -24.1% | -4.7% | -40.3% |
| 1Y | -37.2% | -25.4% | -11.8% | -47.2% |
| 3Y | -73.7% | +8.0% | -81.7% | -67.1% |
| 5Y | -80.7% | -37.3% | -43.4% | -79.0% |
| 10Y | -99.1% | +116.8% | -215.9% | -96.9% |
| All | -100.0% | +424.0% | -523.9% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling