-25.3%
QS vs TCOM
+7.1%
-32.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -5.0% | -6.5% | +1.6% | -3.0% |
| 30D | -18.3% | -16.2% | -2.1% | -14.0% |
| 3M | -26.0% | -19.3% | -6.7% | -21.8% |
| 6M | -24.0% | -27.2% | +3.2% | -16.8% |
| YTD | -50.3% | -46.2% | -4.1% | -40.9% |
| 1Y | -38.0% | -46.6% | +8.7% | -26.1% |
| All | -25.3% | +7.1% | -32.4% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling