+19.6%
TMO vs QID
-73.7%
+93.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.7% |
| 7D | -0.6% | +1.3% | -1.9% | -0.4% |
| 30D | +1.1% | +2.9% | -1.8% | +1.8% |
| 3M | +28.3% | -0.7% | +29.1% | +28.6% |
| 6M | +23.3% | -29.7% | +52.9% | +14.1% |
| YTD | +5.5% | -27.9% | +33.3% | -1.5% |
| 1Y | +24.5% | -34.6% | +59.1% | +14.0% |
| 3Y | +19.6% | -73.5% | +93.1% | -11.9% |
| All | +19.6% | -73.7% | +93.3% | -11.9% |
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