+256.1%
TPR vs QID
-74.8%
+330.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -2.0% |
| 7D | +14.2% | +9.4% | +4.8% | +18.2% |
| 30D | +17.1% | +31.2% | -14.2% | +30.8% |
| 3M | -17.7% | +17.4% | -35.1% | -12.4% |
| 6M | -10.2% | +8.4% | -18.6% | -6.6% |
| YTD | +4.9% | -15.8% | +20.7% | -1.2% |
| 1Y | +36.1% | -16.3% | +52.5% | +28.3% |
| 3Y | +416.5% | -70.4% | +486.9% | +241.2% |
| All | +256.1% | -74.8% | +330.9% | +154.3% |
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