+127.9%
TT vs QID
-74.8%
+202.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +1.5% |
| 7D | -2.0% | +9.4% | -11.4% | +1.5% |
| 30D | -14.0% | +31.2% | -45.3% | -4.7% |
| 3M | -15.9% | +17.4% | -33.3% | -10.0% |
| 6M | -17.3% | +8.4% | -25.7% | -12.6% |
| YTD | +4.0% | -15.8% | +19.7% | +1.7% |
| 1Y | -7.1% | -16.3% | +9.2% | -8.9% |
| 3Y | +90.2% | -70.4% | +160.6% | +42.3% |
| All | +127.9% | -74.8% | +202.7% | +74.4% |
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