-46.7%
QS vs TECH
+13.1%
-59.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -17.2% | 0.0% | -17.2% | -17.2% |
| 3M | -27.0% | +33.7% | -60.6% | -39.9% |
| 6M | -24.6% | +34.9% | -59.5% | -41.6% |
| YTD | -49.3% | +23.2% | -72.5% | -58.3% |
| 1Y | -40.3% | +36.3% | -76.6% | -54.8% |
| 3Y | -23.8% | +2.3% | -26.1% | -32.8% |
| 5Y | -75.0% | -42.9% | -32.1% | -70.4% |
| All | -46.7% | +13.1% | -59.8% | -47.9% |
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