-75.0%
QS vs TDY
+39.0%
-114.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +0.6% |
| 7D | -3.6% | -1.1% | -2.5% | -2.4% |
| 30D | -17.2% | -12.0% | -5.2% | -4.8% |
| 3M | -27.0% | -3.2% | -23.8% | -24.3% |
| 6M | -24.6% | -7.9% | -16.7% | -17.4% |
| YTD | -49.3% | +18.2% | -67.5% | -57.6% |
| 1Y | -40.3% | +6.7% | -47.0% | -43.8% |
| 3Y | -23.8% | +47.5% | -71.4% | -50.0% |
| All | -75.0% | +39.0% | -114.1% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling