-71.3%
QS vs TD
+61.0%
-132.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.8% | +3.6% |
| 7D | +4.5% | +1.4% | +3.1% | +2.6% |
| 30D | -4.1% | +10.2% | -14.4% | -16.3% |
| 3M | -22.1% | +8.1% | -30.3% | -30.6% |
| 6M | -38.4% | +22.3% | -60.7% | -55.5% |
| YTD | -57.5% | +39.0% | -96.5% | -74.9% |
| 1Y | -71.3% | +62.6% | -133.9% | -86.9% |
| All | -71.3% | +61.0% | -132.4% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling