+328.6%
TMO vs QID
-99.2%
+427.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.5% |
| 7D | -0.6% | +1.3% | -1.9% | -0.2% |
| 30D | +1.1% | +2.9% | -1.8% | +2.1% |
| 3M | +28.3% | -0.7% | +29.1% | +28.5% |
| 6M | +23.3% | -29.7% | +52.9% | +11.3% |
| YTD | +5.5% | -27.9% | +33.3% | -3.6% |
| 1Y | +24.5% | -34.6% | +59.1% | +10.8% |
| 3Y | +19.6% | -73.5% | +93.1% | -16.2% |
| 5Y | +8.1% | -81.0% | +89.1% | -23.7% |
| All | +328.6% | -99.2% | +427.8% | +24.0% |
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 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