-69.7%
TTD vs QID
-33.5%
-36.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +1.1% |
| 7D | -7.4% | +2.7% | -10.2% | -6.9% |
| 30D | +3.0% | +3.3% | -0.3% | +3.9% |
| 3M | -27.6% | -5.5% | -22.1% | -28.4% |
| 6M | -49.5% | -28.4% | -21.1% | -54.7% |
| YTD | -63.2% | -26.6% | -36.6% | -66.3% |
| 1Y | -69.7% | -34.1% | -35.6% | -71.9% |
| All | -69.7% | -33.5% | -36.3% | -71.9% |
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