+349.4%
TRI vs QID
-100.0%
+449.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -1.7% |
| 7D | -8.4% | -1.9% | -6.5% | -8.9% |
| 30D | -6.5% | +1.7% | -8.2% | -5.9% |
| 3M | +18.6% | -3.9% | +22.5% | +17.3% |
| 6M | -10.4% | -30.0% | +19.5% | -19.5% |
| YTD | -23.7% | -28.2% | +4.5% | -30.5% |
| 1Y | -42.5% | -35.6% | -6.8% | -49.1% |
| 3Y | -19.3% | -74.3% | +55.0% | -43.5% |
| 5Y | -9.7% | -80.8% | +71.2% | -36.0% |
| 10Y | +194.4% | -99.2% | +293.6% | -17.7% |
| All | +349.4% | -100.0% | +449.3% | -51.7% |
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