-25.3%
QS vs TKO
+102.0%
-127.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -18.3% | -2.6% | -15.7% | -17.7% |
| 3M | -26.0% | -7.8% | -18.2% | -24.3% |
| 6M | -24.0% | -7.0% | -17.0% | -22.7% |
| YTD | -50.3% | -8.5% | -41.7% | -49.2% |
| 1Y | -38.0% | -1.3% | -36.7% | -38.1% |
| All | -25.3% | +102.0% | -127.2% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling