+65.1%
TNA vs QID
-38.2%
+103.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.3% |
| 7D | -0.1% | -0.6% | +0.5% | -0.6% |
| 30D | -4.9% | 0.0% | -4.9% | -4.3% |
| 3M | +0.4% | +3.7% | -3.3% | +11.3% |
| 6M | +32.5% | -29.9% | +62.4% | -6.1% |
| YTD | +53.7% | -28.8% | +82.5% | +12.5% |
| 1Y | +65.1% | -37.2% | +102.3% | +3.7% |
| All | +65.1% | -38.2% | +103.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling