-71.3%
QS vs TDY
+22.9%
-94.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.8% | +12.3% | +12.2% |
| 7D | +4.5% | -5.0% | +9.5% | +9.4% |
| 30D | -4.1% | +2.0% | -6.1% | -7.3% |
| 3M | -22.1% | -7.7% | -14.4% | -15.9% |
| 6M | -38.4% | -0.9% | -37.5% | -38.3% |
| YTD | -57.5% | +23.7% | -81.2% | -68.5% |
| 1Y | -71.3% | +23.6% | -94.9% | -78.7% |
| All | -71.3% | +22.9% | -94.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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