+90.2%
TT vs QID
-70.5%
+160.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +1.5% |
| 7D | -2.0% | +9.4% | -11.4% | +1.6% |
| 30D | -14.0% | +31.2% | -45.3% | -4.4% |
| 3M | -15.9% | +17.4% | -33.3% | -9.7% |
| 6M | -17.3% | +8.4% | -25.7% | -12.4% |
| YTD | +4.0% | -15.8% | +19.7% | +1.5% |
| 1Y | -7.1% | -16.3% | +9.2% | -9.2% |
| 3Y | +90.2% | -70.4% | +160.6% | +43.8% |
| All | +90.2% | -70.5% | +160.8% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling