-81.0%
QID vs TW
+19.5%
-100.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.3% |
| 7D | +1.3% | -4.5% | +5.8% | -1.1% |
| 30D | +2.9% | -2.3% | +5.2% | +1.8% |
| 3M | -0.7% | +2.6% | -3.3% | +0.6% |
| 6M | -29.7% | -17.5% | -12.1% | -38.3% |
| YTD | -27.9% | -5.3% | -22.6% | -30.4% |
| 1Y | -34.6% | -14.8% | -19.8% | -41.6% |
| 3Y | -73.5% | +18.8% | -92.4% | -66.0% |
| All | -81.0% | +19.5% | -100.5% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling