+1,124.0%
TTMI vs QID
-99.2%
+1,223.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +2.4% |
| 7D | +0.7% | +1.3% | -0.6% | +1.4% |
| 30D | -8.4% | +2.9% | -11.4% | -6.5% |
| 3M | -32.5% | -0.7% | -31.7% | -30.0% |
| 6M | +32.5% | -29.7% | +62.2% | +19.8% |
| YTD | +83.2% | -27.9% | +111.1% | +69.8% |
| 1Y | +161.7% | -34.6% | +196.2% | +138.0% |
| 3Y | +890.1% | -73.5% | +963.7% | +588.5% |
| 5Y | +832.4% | -81.0% | +913.5% | +555.9% |
| All | +1,124.0% | -99.2% | +1,223.2% | +194.2% |
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 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