-71.3%
QID vs TW
+44.1%
-115.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.7% |
| 7D | -7.1% | +3.9% | -11.1% | -6.6% |
| 30D | +12.6% | +19.9% | -7.3% | +15.8% |
| 3M | +14.2% | +25.9% | -11.7% | +18.5% |
| 6M | +6.2% | +21.1% | -15.0% | +8.0% |
| YTD | -21.8% | +23.9% | -45.7% | -19.3% |
| 1Y | -23.1% | +21.2% | -44.4% | -21.5% |
| 3Y | -71.3% | +44.8% | -116.1% | -67.9% |
| All | -71.3% | +44.1% | -115.4% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling