+45.9%
TEM vs QID
-58.4%
+104.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.5% | -2.0% |
| 7D | -9.2% | +2.7% | -11.9% | -6.7% |
| 30D | +5.5% | +3.3% | +2.1% | +9.5% |
| 3M | +18.7% | -5.5% | +24.2% | +16.5% |
| 6M | +15.4% | -28.4% | +43.8% | -10.7% |
| YTD | -0.5% | -26.6% | +26.0% | -20.1% |
| 1Y | -24.8% | -34.1% | +9.3% | -44.1% |
| All | +45.9% | -58.4% | +104.4% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling