-97.3%
QID vs TW
+211.2%
-308.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.9% | -0.5% | -1.4% | -2.2% |
| 30D | +1.7% | -0.6% | +2.3% | +1.4% |
| 3M | -3.9% | +3.4% | -7.3% | -2.4% |
| 6M | -30.0% | -18.4% | -11.5% | -39.3% |
| YTD | -28.2% | -3.9% | -24.3% | -30.3% |
| 1Y | -35.6% | -13.3% | -22.3% | -41.9% |
| 3Y | -74.3% | +20.8% | -95.1% | -68.3% |
| 5Y | -80.8% | +20.3% | -101.1% | -72.4% |
| All | -97.3% | +211.2% | -308.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling