+72.6%
TEL vs QID
-73.7%
+146.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +2.8% |
| 7D | +1.6% | +1.3% | +0.3% | +2.2% |
| 30D | -0.7% | +2.9% | -3.6% | +0.8% |
| 3M | +2.4% | -0.7% | +3.1% | +3.7% |
| 6M | +4.1% | -29.7% | +33.8% | -8.2% |
| YTD | -5.8% | -27.9% | +22.0% | -15.5% |
| 1Y | +0.9% | -34.6% | +35.4% | -11.9% |
| 3Y | +72.6% | -73.5% | +146.1% | +13.9% |
| All | +72.6% | -73.7% | +146.3% | +13.9% |
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