-44.6%
QS vs TAP
+27.9%
-72.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -2.3% | -2.3% | 0.0% | -1.8% |
| 30D | -0.7% | -2.1% | +1.4% | -0.3% |
| 3M | -39.6% | +6.6% | -46.3% | -41.0% |
| 6M | -21.7% | -11.5% | -10.2% | -19.8% |
| YTD | -47.4% | -10.3% | -37.1% | -46.6% |
| 1Y | -28.4% | -14.4% | -14.0% | -26.6% |
| 3Y | -22.6% | -28.3% | +5.7% | -16.8% |
| 5Y | -75.6% | +1.7% | -77.3% | -76.5% |
| All | -44.6% | +27.9% | -72.5% | -45.0% |
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