-57.5%
QS vs TAP
+25.3%
-82.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -5.0% | -8.0% | +3.0% | -3.2% |
| 30D | -1.4% | +4.1% | -5.5% | -2.4% |
| 3M | -33.6% | -4.4% | -29.2% | -33.2% |
| 6M | -47.6% | -1.9% | -45.6% | -47.8% |
| YTD | -59.6% | -12.1% | -47.5% | -58.9% |
| 1Y | -73.5% | -12.0% | -61.5% | -73.2% |
| 3Y | -23.0% | -25.0% | +2.0% | -19.1% |
| 5Y | -89.4% | -1.1% | -88.3% | -89.8% |
| All | -57.5% | +25.3% | -82.8% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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