+1,743.5%
TMO vs QID
-100.0%
+1,843.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.4% |
| 7D | -0.6% | +1.3% | -1.9% | -0.2% |
| 30D | +1.1% | +2.9% | -1.8% | +2.3% |
| 3M | +28.3% | -0.7% | +29.1% | +28.5% |
| 6M | +23.3% | -29.7% | +52.9% | +9.4% |
| YTD | +5.5% | -27.9% | +33.3% | -5.0% |
| 1Y | +24.5% | -34.6% | +59.1% | +8.7% |
| 3Y | +19.6% | -73.5% | +93.1% | -20.7% |
| 5Y | +8.1% | -81.0% | +89.1% | -27.9% |
| 10Y | +336.7% | -99.2% | +435.9% | +3.6% |
| All | +1,743.5% | -100.0% | +1,843.5% | +51.3% |
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