-18.6%
QS vs TLN
+494.5%
-513.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.1% |
| 7D | +2.2% | +10.9% | -8.7% | -1.2% |
| 30D | -8.1% | -6.3% | -1.7% | -6.2% |
| 3M | -27.0% | -10.7% | -16.3% | -24.5% |
| 6M | -16.4% | +1.6% | -18.1% | -16.7% |
| YTD | -46.4% | -13.1% | -33.3% | -44.8% |
| 1Y | -41.1% | -15.1% | -26.0% | -38.8% |
| 3Y | -18.6% | +495.0% | -513.6% | -29.5% |
| All | -18.6% | +494.5% | -513.1% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling