-73.5%
QS vs TMF
-29.9%
-43.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.4% | -3.4% | -5.4% |
| 7D | -5.6% | -8.2% | +2.6% | -1.0% |
| 30D | -5.8% | +5.3% | -11.2% | -8.3% |
| 3M | -39.2% | -8.5% | -30.7% | -36.4% |
| 6M | -53.9% | -17.2% | -36.7% | -49.3% |
| YTD | -62.8% | -23.4% | -39.4% | -59.3% |
| 1Y | -73.5% | -30.2% | -43.2% | -69.2% |
| All | -73.5% | -29.9% | -43.6% | -69.2% |
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