+1.5%
TT vs QID
-20.9%
+22.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -0.5% |
| 7D | +4.0% | -7.1% | +11.2% | +1.5% |
| 30D | -11.3% | +12.6% | -23.9% | -6.5% |
| 3M | -12.3% | +14.2% | -26.5% | -6.7% |
| 6M | -10.8% | +6.2% | -17.0% | -6.2% |
| YTD | +8.2% | -21.8% | +29.9% | +0.4% |
| 1Y | +1.5% | -23.1% | +24.6% | -6.1% |
| All | +1.5% | -20.9% | +22.3% | -6.1% |
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