-47.7%
QS vs TD
+218.2%
-265.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.6% |
| 7D | -5.0% | -2.6% | -2.4% | -2.3% |
| 30D | -18.3% | -1.0% | -17.3% | -17.5% |
| 3M | -26.0% | +5.6% | -31.6% | -30.0% |
| 6M | -24.0% | +27.1% | -51.1% | -40.3% |
| YTD | -50.3% | +29.4% | -79.7% | -61.4% |
| 1Y | -38.0% | +60.7% | -98.7% | -60.8% |
| 3Y | -24.6% | +127.6% | -152.2% | -66.0% |
| 5Y | -75.4% | +125.4% | -200.8% | -87.3% |
| All | -47.7% | +218.2% | -265.9% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling