-16.1%
QS vs TLN
+602.5%
-618.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.1% |
| 7D | +2.2% | +10.9% | -8.7% | -1.3% |
| 30D | -8.1% | -6.3% | -1.7% | -6.1% |
| 3M | -27.0% | -10.7% | -16.3% | -24.5% |
| 6M | -16.4% | +1.6% | -18.1% | -16.8% |
| YTD | -46.4% | -13.1% | -33.3% | -44.8% |
| 1Y | -41.1% | -15.1% | -26.0% | -38.7% |
| 3Y | -18.6% | +495.0% | -513.6% | -48.8% |
| All | -16.1% | +602.5% | -618.5% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling