-10.4%
TSCO vs QID
-80.8%
+70.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.9% |
| 7D | -5.7% | +1.3% | -6.9% | -5.4% |
| 30D | -8.8% | +2.9% | -11.7% | -8.1% |
| 3M | +6.3% | -0.7% | +7.0% | +6.7% |
| 6M | -32.3% | -29.7% | -2.6% | -37.3% |
| YTD | -32.7% | -27.9% | -4.8% | -37.2% |
| 1Y | -43.7% | -34.6% | -9.1% | -48.6% |
| 3Y | -19.7% | -73.5% | +53.9% | -39.8% |
| All | -10.4% | -80.8% | +70.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling