-85.1%
TTD vs QID
-76.9%
-8.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +3.3% |
| 7D | +21.3% | -7.1% | +28.4% | +15.8% |
| 30D | +28.7% | +12.6% | +16.1% | +43.0% |
| 3M | +7.7% | +14.2% | -6.6% | +21.0% |
| 6M | -23.5% | +6.2% | -29.7% | -18.2% |
| YTD | -58.7% | -21.8% | -36.9% | -64.9% |
| 1Y | -63.4% | -23.1% | -40.3% | -69.2% |
| 3Y | -75.3% | -71.3% | -4.0% | -89.5% |
| All | -85.1% | -76.9% | -8.3% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling