-100.0%
QID vs TRMB
+391.9%
-491.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.3% |
| 7D | -11.8% | +4.1% | -15.9% | -9.1% |
| 30D | +14.2% | -7.0% | +21.2% | +9.2% |
| 3M | +8.8% | -0.9% | +9.7% | +9.2% |
| 6M | +1.5% | -1.2% | +2.7% | +2.0% |
| YTD | -23.8% | -28.7% | +5.0% | -38.4% |
| 1Y | -22.0% | -32.1% | +10.1% | -38.6% |
| 3Y | -71.9% | +33.4% | -105.3% | -59.0% |
| 5Y | -77.6% | -35.6% | -42.0% | -75.2% |
| 10Y | -99.1% | +103.8% | -202.8% | -96.9% |
| All | -100.0% | +391.9% | -491.9% | -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