-41.1%
QS vs TMF
-21.2%
-19.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | -8.1% | -1.8% | -6.2% | -7.8% |
| 3M | -27.0% | -8.2% | -18.8% | -26.0% |
| 6M | -16.4% | -19.5% | +3.1% | -20.4% |
| YTD | -46.4% | -16.0% | -30.4% | -46.9% |
| 1Y | -41.1% | -22.5% | -18.6% | -45.4% |
| All | -41.1% | -21.2% | -19.9% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling