-44.6%
QS vs TECH
+13.6%
-58.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -0.7% | +0.7% | -1.4% | -1.1% |
| 3M | -39.6% | +36.3% | -76.0% | -50.8% |
| 6M | -21.7% | +25.6% | -47.3% | -36.2% |
| YTD | -47.4% | +23.7% | -71.1% | -56.9% |
| 1Y | -28.4% | +37.6% | -66.0% | -46.2% |
| 3Y | -22.6% | -6.6% | -16.0% | -27.1% |
| 5Y | -75.6% | -42.2% | -33.4% | -71.3% |
| All | -44.6% | +13.6% | -58.3% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling