-73.0%
QS vs TAP
0.0%
-73.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +3.0% |
| 7D | +2.2% | -2.3% | +4.5% | +2.7% |
| 30D | -8.1% | -9.4% | +1.3% | -6.0% |
| 3M | -27.0% | -0.8% | -26.2% | -27.5% |
| 6M | -16.4% | -14.7% | -1.7% | -13.3% |
| YTD | -46.4% | -13.9% | -32.4% | -45.0% |
| 1Y | -41.1% | -18.6% | -22.5% | -38.6% |
| 3Y | -18.6% | -32.0% | +13.4% | -9.9% |
| 5Y | -73.0% | -1.0% | -72.1% | -75.6% |
| All | -73.0% | 0.0% | -73.0% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling