-20.4%
QS vs BTSG
+389.4%
-409.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.5% |
| 7D | -3.6% | -3.3% | -0.4% | -2.7% |
| 30D | -17.2% | -1.6% | -15.6% | -17.1% |
| 3M | -27.0% | -6.9% | -20.1% | -26.3% |
| 6M | -24.6% | +42.1% | -66.7% | -33.7% |
| YTD | -49.3% | +56.8% | -106.2% | -56.8% |
| 1Y | -40.3% | +109.8% | -150.2% | -53.1% |
| All | -20.4% | +389.4% | -409.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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