+441.7%
TGT vs QID
-100.0%
+541.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.0% |
| 7D | -3.6% | -1.9% | -1.6% | -4.2% |
| 30D | +4.4% | +1.7% | +2.7% | +5.1% |
| 3M | +25.4% | -3.9% | +29.3% | +24.2% |
| 6M | +33.4% | -30.0% | +63.4% | +18.9% |
| YTD | +65.6% | -28.2% | +93.8% | +49.4% |
| 1Y | +80.3% | -35.6% | +115.9% | +57.4% |
| 3Y | +42.1% | -74.3% | +116.4% | -4.1% |
| 5Y | -25.0% | -80.8% | +55.8% | -47.8% |
| 10Y | +208.2% | -99.2% | +307.4% | -20.5% |
| All | +441.7% | -100.0% | +541.6% | -57.4% |
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