-72.2%
TTD vs QID
-38.2%
-34.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.5% |
| 7D | +6.3% | -0.6% | +7.0% | +6.2% |
| 30D | -23.9% | 0.0% | -23.9% | -23.9% |
| 3M | -31.4% | +3.7% | -35.1% | -29.5% |
| 6M | -42.7% | -29.9% | -12.8% | -48.7% |
| YTD | -62.0% | -28.8% | -33.2% | -65.5% |
| 1Y | -72.2% | -37.2% | -35.0% | -75.3% |
| All | -72.2% | -38.2% | -34.0% | -75.3% |
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