+356.2%
TPR vs QID
-99.0%
+455.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | +1.0% |
| 7D | -0.3% | -7.1% | +6.9% | -3.3% |
| 30D | +15.1% | +12.6% | +2.5% | +21.5% |
| 3M | +3.5% | +14.2% | -10.7% | +10.0% |
| 6M | +0.4% | +6.2% | -5.7% | +4.2% |
| YTD | +4.6% | -21.8% | +26.4% | -4.4% |
| 1Y | +33.1% | -23.1% | +56.2% | +21.0% |
| 3Y | +396.0% | -71.3% | +467.3% | +218.8% |
| 5Y | +230.3% | -77.0% | +307.3% | +131.7% |
| All | +356.2% | -99.0% | +455.3% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling