-28.4%
QS vs TKO
+1.2%
-29.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.5% |
| 7D | -2.3% | +0.7% | -3.1% | -2.8% |
| 30D | -0.7% | +1.6% | -2.3% | -1.9% |
| 3M | -39.6% | -7.8% | -31.9% | -37.6% |
| 6M | -21.7% | -13.3% | -8.4% | -16.0% |
| YTD | -47.4% | -10.3% | -37.1% | -44.6% |
| 1Y | -28.4% | -0.6% | -27.7% | -32.0% |
| All | -28.4% | +1.2% | -29.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling