-4.5%
TT vs QID
-21.1%
+16.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -2.3% |
| 7D | -8.5% | +9.8% | -18.3% | -5.1% |
| 30D | -12.8% | +18.9% | -31.7% | -6.9% |
| 3M | -12.9% | +9.6% | -22.5% | -9.2% |
| 6M | -15.2% | -7.8% | -7.4% | -15.5% |
| YTD | +6.2% | -23.3% | +29.5% | -2.0% |
| 1Y | -4.5% | -22.0% | +17.5% | -11.2% |
| All | -4.5% | -21.1% | +16.6% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling