-75.6%
QS vs TECH
-42.1%
-33.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -4.2% | -0.1% | -4.2% | -4.2% |
| 30D | -15.7% | +0.3% | -16.0% | -15.8% |
| 3M | -28.7% | +32.9% | -61.6% | -42.6% |
| 6M | -23.2% | +32.1% | -55.3% | -41.8% |
| YTD | -49.9% | +23.4% | -73.3% | -60.2% |
| 1Y | -38.8% | +34.1% | -72.9% | -55.3% |
| 3Y | -24.0% | +2.2% | -26.2% | -35.5% |
| 5Y | -75.6% | -41.8% | -33.8% | -63.7% |
| All | -75.6% | -42.1% | -33.5% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling