-41.7%
QS vs TLN
+733.8%
-775.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.1% | -9.9% | -8.5% |
| 7D | -5.6% | +22.3% | -27.9% | -11.5% |
| 30D | -5.8% | +1.2% | -7.0% | -6.9% |
| 3M | -39.2% | +5.9% | -45.1% | -41.1% |
| 6M | -53.9% | +3.2% | -57.1% | -55.2% |
| YTD | -62.8% | +3.2% | -65.9% | -64.2% |
| 1Y | -73.5% | +5.2% | -78.7% | -74.7% |
| 3Y | -29.1% | +606.3% | -635.3% | -59.0% |
| All | -41.7% | +733.8% | -775.6% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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