+376.4%
TTD vs QID
-99.1%
+475.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +1.3% |
| 7D | -0.6% | +1.3% | -1.9% | +0.4% |
| 30D | +6.3% | +2.9% | +3.4% | +9.1% |
| 3M | -24.1% | -0.7% | -23.4% | -24.2% |
| 6M | -47.4% | -29.7% | -17.8% | -59.7% |
| YTD | -62.2% | -27.9% | -34.4% | -70.1% |
| 1Y | -68.3% | -34.6% | -33.7% | -76.5% |
| 3Y | -83.4% | -73.5% | -9.9% | -92.9% |
| 5Y | -80.3% | -81.0% | +0.7% | -89.8% |
| All | +376.4% | -99.1% | +475.5% | -43.8% |
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 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