+161.7%
TTMI vs QID
-34.8%
+196.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +1.1% |
| 7D | +0.7% | +1.3% | -0.6% | +2.4% |
| 30D | -8.4% | +2.9% | -11.4% | -4.0% |
| 3M | -32.5% | -0.7% | -31.7% | -28.4% |
| 6M | +32.5% | -29.7% | +62.2% | -3.7% |
| YTD | +83.2% | -27.9% | +111.1% | +40.1% |
| 1Y | +161.7% | -34.6% | +196.2% | +84.9% |
| All | +161.7% | -34.8% | +196.5% | +84.9% |
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