+191.1%
TRI vs QID
-99.2%
+290.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.3% |
| 7D | -7.9% | +1.3% | -9.2% | -7.6% |
| 30D | -4.5% | +2.9% | -7.5% | -3.8% |
| 3M | +22.1% | -0.7% | +22.8% | +22.1% |
| 6M | -2.8% | -29.7% | +26.9% | -10.1% |
| YTD | -23.4% | -27.9% | +4.5% | -28.4% |
| 1Y | -41.5% | -34.6% | -7.0% | -46.4% |
| 3Y | -19.2% | -73.5% | +54.3% | -37.6% |
| 5Y | -9.4% | -81.0% | +71.6% | -29.9% |
| All | +191.1% | -99.2% | +290.2% | +25.4% |
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