-75.4%
QS vs TD
+122.4%
-197.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.8% |
| 7D | -5.0% | -2.6% | -2.4% | -1.9% |
| 30D | -18.3% | -1.0% | -17.3% | -17.4% |
| 3M | -26.0% | +5.6% | -31.6% | -30.8% |
| 6M | -24.0% | +27.1% | -51.1% | -43.0% |
| YTD | -50.3% | +29.4% | -79.7% | -63.2% |
| 1Y | -38.0% | +60.7% | -98.7% | -64.2% |
| 3Y | -24.6% | +127.6% | -152.2% | -71.4% |
| 5Y | -75.4% | +125.4% | -200.8% | -90.7% |
| All | -75.4% | +122.4% | -197.8% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling