+1,240.3%
TRV vs QID
-100.0%
+1,340.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.5% |
| 7D | +0.2% | -1.9% | +2.1% | -0.4% |
| 30D | -2.3% | +1.7% | -4.0% | -1.8% |
| 3M | +22.7% | -3.9% | +26.6% | +21.5% |
| 6M | +21.9% | -30.0% | +51.9% | +9.7% |
| YTD | +27.5% | -28.2% | +55.7% | +15.8% |
| 1Y | +36.2% | -35.6% | +71.9% | +19.9% |
| 3Y | +140.6% | -74.3% | +214.9% | +64.9% |
| 5Y | +154.5% | -80.8% | +235.3% | +73.1% |
| 10Y | +295.4% | -99.2% | +394.6% | -5.0% |
| All | +1,240.3% | -100.0% | +1,340.3% | -2.3% |
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 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