+52.2%
TEM vs QID
-59.4%
+111.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.2% |
| 7D | -1.1% | -1.9% | +0.9% | -2.7% |
| 30D | +11.3% | +1.7% | +9.6% | +13.7% |
| 3M | +25.5% | -3.9% | +29.4% | +25.2% |
| 6M | +17.1% | -30.0% | +47.1% | -11.4% |
| YTD | +3.8% | -28.2% | +32.0% | -18.5% |
| 1Y | -24.4% | -35.6% | +11.3% | -45.0% |
| All | +52.2% | -59.4% | +111.6% | -0.6% |
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 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