-97.3%
QID vs TW
+206.7%
-304.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.4% |
| 7D | +1.3% | -4.5% | +5.8% | -1.4% |
| 30D | +2.9% | -2.3% | +5.2% | +1.6% |
| 3M | -0.7% | +2.6% | -3.3% | +0.6% |
| 6M | -29.7% | -17.5% | -12.1% | -38.5% |
| YTD | -27.9% | -5.3% | -22.6% | -30.6% |
| 1Y | -34.6% | -14.8% | -19.8% | -41.5% |
| 3Y | -73.5% | +18.8% | -92.4% | -67.7% |
| 5Y | -81.0% | +20.7% | -101.7% | -72.6% |
| All | -97.3% | +206.7% | -304.0% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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