+102.5%
TNA vs QID
-73.3%
+175.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -0.4% |
| 7D | -7.6% | +2.7% | -10.3% | -4.6% |
| 30D | -13.6% | +3.3% | -17.0% | -9.8% |
| 3M | +2.8% | -5.5% | +8.4% | +0.2% |
| 6M | +34.5% | -28.4% | +62.9% | +0.9% |
| YTD | +41.0% | -26.6% | +67.6% | +11.5% |
| 1Y | +52.0% | -34.1% | +86.1% | +10.9% |
| All | +102.5% | -73.3% | +175.7% | -20.9% |
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