-23.0%
TNA vs QID
-80.8%
+57.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | -0.9% |
| 7D | -7.3% | +1.3% | -8.5% | -5.8% |
| 30D | -14.2% | +2.9% | -17.1% | -10.7% |
| 3M | -4.6% | -0.7% | -3.8% | -1.9% |
| 6M | +36.9% | -29.7% | +66.6% | +1.2% |
| YTD | +42.5% | -27.9% | +70.4% | +11.1% |
| 1Y | +45.8% | -34.6% | +80.3% | +6.2% |
| 3Y | +104.7% | -73.5% | +178.2% | -18.9% |
| All | -23.0% | -80.8% | +57.7% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling