+500.3%
TTD vs QID
-99.1%
+599.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -2.8% |
| 7D | +20.8% | -11.8% | +32.6% | +10.8% |
| 30D | +27.1% | +14.2% | +12.9% | +43.2% |
| 3M | +14.7% | +8.8% | +5.9% | +24.7% |
| 6M | -26.8% | +1.5% | -28.3% | -24.4% |
| YTD | -59.2% | -23.8% | -35.5% | -65.8% |
| 1Y | -64.7% | -22.0% | -42.7% | -69.7% |
| 3Y | -75.8% | -71.9% | -3.9% | -89.1% |
| 5Y | -84.6% | -77.6% | -7.0% | -90.9% |
| All | +500.3% | -99.1% | +599.4% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling