-60.8%
QS vs TAP
+24.9%
-85.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.8% |
| 7D | -5.6% | -6.3% | +0.7% | -4.3% |
| 30D | -5.8% | +2.7% | -8.5% | -6.5% |
| 3M | -39.2% | -3.7% | -35.5% | -38.9% |
| 6M | -53.9% | -2.0% | -51.9% | -54.2% |
| YTD | -62.8% | -12.3% | -50.4% | -62.1% |
| 1Y | -73.5% | -10.1% | -63.4% | -73.3% |
| 3Y | -29.1% | -25.3% | -3.8% | -25.4% |
| 5Y | -90.0% | -1.9% | -88.1% | -90.3% |
| All | -60.8% | +24.9% | -85.7% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling