-46.7%
QS vs TKO
+354.3%
-401.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -3.6% | +2.3% | -6.0% | -4.5% |
| 30D | -17.2% | -2.5% | -14.8% | -16.6% |
| 3M | -27.0% | -10.6% | -16.4% | -24.0% |
| 6M | -24.6% | -5.1% | -19.5% | -23.5% |
| YTD | -49.3% | -8.2% | -41.1% | -48.1% |
| 1Y | -40.3% | -4.4% | -35.9% | -39.9% |
| 3Y | -23.8% | +100.4% | -124.2% | -43.3% |
| 5Y | -75.0% | +294.3% | -369.2% | -86.9% |
| All | -46.7% | +354.3% | -401.0% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling