+310.3%
TPR vs QID
-74.8%
+385.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | -2.3% | -0.6% | -1.7% | -2.5% |
| 30D | -23.0% | 0.0% | -23.0% | -23.2% |
| 3M | -12.5% | +3.7% | -16.2% | -10.4% |
| 6M | -21.4% | -29.9% | +8.4% | -31.1% |
| YTD | -3.5% | -28.8% | +25.3% | -14.6% |
| 1Y | +17.4% | -37.2% | +54.5% | -0.3% |
| All | +310.3% | -74.8% | +385.1% | +182.2% |
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 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