+670.1%
TEL vs QID
-100.0%
+770.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.6% |
| 7D | -1.4% | -2.7% | +1.3% | -2.7% |
| 30D | -4.9% | +1.8% | -6.7% | -3.9% |
| 3M | +0.1% | -2.2% | +2.2% | +0.8% |
| 6M | +0.4% | -32.1% | +32.5% | -14.1% |
| YTD | -8.9% | -28.6% | +19.7% | -19.5% |
| 1Y | -0.3% | -36.3% | +36.0% | -15.4% |
| 3Y | +67.6% | -74.4% | +142.0% | +2.5% |
| 5Y | +50.7% | -80.8% | +131.4% | -3.6% |
| 10Y | +288.6% | -99.1% | +387.8% | -30.5% |
| All | +670.1% | -100.0% | +770.1% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling