-17.7%
QS vs TLN
+583.6%
-601.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -0.7% |
| 7D | -2.3% | +7.1% | -9.4% | -4.5% |
| 30D | -0.7% | -3.9% | +3.2% | +0.6% |
| 3M | -39.6% | -16.2% | -23.5% | -36.2% |
| 6M | -21.7% | -5.8% | -15.9% | -20.3% |
| YTD | -47.4% | -15.4% | -32.0% | -45.4% |
| 1Y | -28.4% | -16.7% | -11.7% | -25.0% |
| 3Y | -22.6% | +473.8% | -496.4% | -50.4% |
| All | -17.7% | +583.6% | -601.3% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling