-62.8%
QS vs TECH
+14.2%
-77.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.1% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -6.4% | +0.4% | -6.8% | -6.6% |
| 3M | -40.3% | +1.0% | -41.2% | -40.6% |
| 6M | -57.5% | +62.7% | -120.2% | -69.1% |
| YTD | -64.7% | +24.3% | -89.0% | -71.1% |
| 1Y | -72.9% | +20.5% | -93.4% | -77.5% |
| 3Y | -33.5% | +29.3% | -62.8% | -50.6% |
| 5Y | -90.5% | -41.0% | -49.5% | -88.9% |
| All | -62.8% | +14.2% | -77.0% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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