-43.5%
QS vs TD
+219.2%
-262.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +3.0% |
| 7D | +2.2% | +0.9% | +1.3% | +1.2% |
| 30D | -8.1% | -0.7% | -7.4% | -7.6% |
| 3M | -27.0% | +6.3% | -33.3% | -31.5% |
| 6M | -16.4% | +27.9% | -44.4% | -34.8% |
| YTD | -46.4% | +29.8% | -76.2% | -58.5% |
| 1Y | -41.1% | +63.7% | -104.7% | -63.5% |
| 3Y | -18.6% | +128.3% | -147.0% | -63.4% |
| 5Y | -73.0% | +125.5% | -198.6% | -86.1% |
| All | -43.5% | +219.2% | -262.7% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling