+656.6%
TPR vs QID
-100.0%
+756.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -2.3% |
| 7D | +14.2% | +9.4% | +4.8% | +19.2% |
| 30D | +17.1% | +31.2% | -14.2% | +34.3% |
| 3M | -17.7% | +17.4% | -35.1% | -11.1% |
| 6M | -10.2% | +8.4% | -18.6% | -5.6% |
| YTD | +4.9% | -15.8% | +20.7% | -1.8% |
| 1Y | +36.1% | -16.3% | +52.5% | +27.6% |
| 3Y | +416.5% | -70.4% | +486.9% | +217.8% |
| 5Y | +254.8% | -74.8% | +329.6% | +147.4% |
| 10Y | +391.7% | -99.0% | +490.8% | -18.7% |
| All | +656.6% | -100.0% | +756.6% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling