-47.3%
QS vs THC
+826.6%
-873.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.9% | -10.5% | -7.9% |
| 7D | -4.2% | +4.1% | -8.3% | -5.6% |
| 30D | -15.7% | +3.5% | -19.2% | -16.9% |
| 3M | -28.7% | +61.7% | -90.4% | -41.1% |
| 6M | -23.2% | +11.8% | -35.1% | -27.7% |
| YTD | -49.9% | +35.4% | -85.3% | -56.8% |
| 1Y | -38.8% | +37.0% | -75.8% | -47.6% |
| 3Y | -24.0% | +260.1% | -284.1% | -61.5% |
| 5Y | -75.6% | +262.6% | -338.2% | -88.2% |
| All | -47.3% | +826.6% | -873.9% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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