-47.7%
QS vs TCOM
+35.0%
-82.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -5.0% | -6.5% | +1.6% | -2.6% |
| 30D | -18.3% | -16.2% | -2.1% | -13.1% |
| 3M | -26.0% | -19.3% | -6.7% | -21.0% |
| 6M | -24.0% | -27.2% | +3.2% | -15.7% |
| YTD | -50.3% | -46.2% | -4.1% | -39.1% |
| 1Y | -38.0% | -46.6% | +8.7% | -23.9% |
| 3Y | -24.6% | +8.4% | -33.0% | -33.5% |
| 5Y | -75.4% | +25.8% | -101.2% | -81.6% |
| All | -47.7% | +35.0% | -82.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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