+52.0%
TDG vs QID
-73.7%
+125.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.7% |
| 7D | -1.9% | +1.3% | -3.1% | -1.5% |
| 30D | -7.7% | +2.9% | -10.6% | -6.9% |
| 3M | -9.3% | -0.7% | -8.6% | -9.0% |
| 6M | -9.4% | -29.7% | +20.3% | -16.8% |
| YTD | -14.3% | -27.9% | +13.6% | -20.5% |
| 1Y | -11.8% | -34.6% | +22.7% | -20.3% |
| 3Y | +52.0% | -73.5% | +125.5% | +10.7% |
| All | +52.0% | -73.7% | +125.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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