-43.5%
QS vs TCOM
+41.3%
-84.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.5% |
| 7D | +2.2% | -7.6% | +9.8% | +5.0% |
| 30D | -8.1% | -12.2% | +4.2% | -3.9% |
| 3M | -27.0% | -14.2% | -12.8% | -23.9% |
| 6M | -16.4% | -25.0% | +8.6% | -8.3% |
| YTD | -46.4% | -43.7% | -2.7% | -35.4% |
| 1Y | -41.1% | -44.5% | +3.4% | -28.7% |
| 3Y | -18.6% | +13.4% | -32.1% | -29.4% |
| 5Y | -73.0% | +26.5% | -99.5% | -80.0% |
| All | -43.5% | +41.3% | -84.8% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling