+123.0%
TT vs QID
-74.8%
+197.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.7% |
| 7D | 0.0% | -0.6% | +0.6% | -0.2% |
| 30D | -7.2% | 0.0% | -7.2% | -7.0% |
| 3M | -3.0% | +3.7% | -6.7% | -0.1% |
| 6M | +1.4% | -29.9% | +31.2% | -8.9% |
| YTD | +15.9% | -28.8% | +44.7% | +5.0% |
| 1Y | +9.4% | -37.2% | +46.6% | -4.8% |
| All | +123.0% | -74.8% | +197.8% | +44.8% |
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