+2,500.5%
TT vs QID
-100.0%
+2,600.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 6M | +1.4% | -29.9% | +31.2% | -11.2% |
| YTD | +15.9% | -28.8% | +44.7% | +2.6% |
| 1Y | +9.4% | -37.2% | +46.6% | -7.7% |
| 3Y | +124.4% | -73.7% | +198.1% | +40.7% |
| 5Y | +138.0% | -80.7% | +218.8% | +51.2% |
| 10Y | +886.4% | -99.1% | +985.5% | +61.7% |
| All | +2,500.5% | -100.0% | +2,600.5% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling