-71.3%
QS vs TKO
+5.6%
-77.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.2% | +6.0% |
| 7D | +4.5% | +11.3% | -6.8% | -0.2% |
| 30D | -4.1% | +9.3% | -13.4% | -7.7% |
| 3M | -22.1% | +5.3% | -27.4% | -24.1% |
| 6M | -38.4% | +4.9% | -43.2% | -40.3% |
| YTD | -57.5% | -6.3% | -51.2% | -56.9% |
| 1Y | -71.3% | +4.9% | -76.2% | -73.5% |
| All | -71.3% | +5.6% | -77.0% | -73.5% |
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