+930.4%
TTMI vs QID
-100.0%
+1,030.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.6% |
| 7D | +5.9% | -0.6% | +6.5% | +5.5% |
| 30D | -4.3% | 0.0% | -4.3% | -3.7% |
| 3M | -32.0% | +3.7% | -35.8% | -26.8% |
| 6M | +19.5% | -29.9% | +49.3% | +6.5% |
| YTD | +82.0% | -28.8% | +110.8% | +65.3% |
| 1Y | +172.6% | -37.2% | +209.8% | +138.1% |
| 3Y | +744.7% | -73.7% | +818.4% | +436.7% |
| 5Y | +805.6% | -80.7% | +886.3% | +487.3% |
| 10Y | +1,057.6% | -99.1% | +1,156.7% | +68.2% |
| All | +930.4% | -100.0% | +1,030.3% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling