+858.0%
TTMI vs QID
-73.3%
+931.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.9% | +0.3% |
| 7D | +6.0% | +2.7% | +3.3% | +8.4% |
| 30D | -6.4% | +3.3% | -9.8% | -3.1% |
| 3M | -28.9% | -5.5% | -23.4% | -27.8% |
| 6M | +26.9% | -28.4% | +55.3% | +9.8% |
| YTD | +77.3% | -26.6% | +103.9% | +58.6% |
| 1Y | +147.5% | -34.1% | +181.6% | +114.3% |
| All | +858.0% | -73.3% | +931.3% | +434.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling