+595.9%
TPR vs QID
-100.0%
+695.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.2% |
| 7D | -2.3% | -0.6% | -1.7% | -2.6% |
| 30D | -23.0% | 0.0% | -23.0% | -23.2% |
| 3M | -12.5% | +3.7% | -16.2% | -10.1% |
| 6M | -21.4% | -29.9% | +8.4% | -33.2% |
| YTD | -3.5% | -28.8% | +25.3% | -17.0% |
| 1Y | +17.4% | -37.2% | +54.5% | -4.2% |
| 3Y | +291.3% | -73.7% | +365.0% | +128.3% |
| 5Y | +241.9% | -80.7% | +322.7% | +108.5% |
| 10Y | +322.7% | -99.1% | +421.8% | -33.8% |
| All | +595.9% | -100.0% | +695.8% | -77.1% |
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